State Estimation with Finite Signal-to-Noise Models Conference Paper

abstract

• This paper concerns the use of the finite signal-to-noise (FSN) model to design a state estimator. First, the sufficient conditions for the existence of the state estimator are provided. These conditions are expressed in terms of linear matrix inequalities (LMIs) and the parametrization of all the solutions is provided. Then an LMI based estimator design is addressed and the algorithm to solve the filtering problem is also given. The performance of the linear filter is examined by means of the numerical examples.

name of conference

• 42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475)

published proceedings

• 42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475)

author list (cited authors)

• Li, W., & Skelton, R. E.

citation count

• 1

complete list of authors

• Li, Weiwei||Skelton, Robert E

publication date

• January 2003

publisher

• Institute of Electrical and Electronics Engineers (IEEE)  Publisher

published in

• IEEE Conference on Decision and Control  Journal

Digital Object Identifier (DOI)

• 10.1109/cdc.2003.1272492

International Standard Book Number (ISBN) 10

• 0780379241

start page

• 5378

end page

• 5383

volume

• 5

URL

• http://dx.doi.org/10.1109/cdc.2003.1272492