Constrained linear minimax filter for systems with large plant uncertainties

Vathsala, S. ; Sarma, I. G. (1974) Constrained linear minimax filter for systems with large plant uncertainties International Journal of Systems Science, 5 (5). pp. 479-492. ISSN 0020-7721

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Official URL: http://www.tandfonline.com/doi/abs/10.1080/0020772...

Related URL: http://dx.doi.org/10.1080/00207727408920116

Abstract

This paper presents a method of designing a minimax filter in the presence of large plant uncertainties and constraints on the mean squared values of the estimates. The minimax filtering problem is reformulated in the framework of a deterministic optimal control problem and the method of solution employed, invokes the matrix Minimum Principle. The constrained linear filter and its relation to singular control problems has been illustrated. For the class of problems considered here it is shown that the filter can he constrained separately after carrying out the mini maximization. Numorieal examples are presented to illustrate the results.

Item Type:Article
Source:Copyright of this article belongs to Taylor and Francis Group.
ID Code:80000
Deposited On:31 Jan 2012 06:18
Last Modified:31 Jan 2012 06:18

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