Robust Sampled-Data Estimation for Continuous Systems with Noise Intensity Uncertainty
Huo Peijun
Wang Zidong
Guo Zhi
Abstract：In this paper, the problem of robust sampled-data estimation for continuous systems with noise intensity uncertainty is discussed by taking account of intersample behavior. The primary purpose of this study is to design discrete filters for this kind of uncertain systems such that the estimation error variance of each state is not greater than a specified value, and therefore the steady-state behavior of the filtering result will be satisfactory. This paper first studies the case that only the intensity of the model noise is uncertain. Then it is shown that the design method in this paper is also suitable for the systems with measurement noise intensity uncertainty. Finally, a numerical example is provided to demonstrate the usefulness and effectiveness of the design method in this paper.
Keywords：sampled-data estimationrobust estimationintersample behaviornoise intensity
Publication Date：1999-01-01
Online Publishing Date：2025-08-15(First online date of this platform, not the publication date of the document)
Pages：5( 320-324 )