Improved robust finite-horizon Kalman filtering for uncertain networked time-varying systems

@article{Rezaei2015ImprovedRF,
  title={Improved robust finite-horizon Kalman filtering for uncertain networked time-varying systems},
  author={Hossein Rezaei and Reza Mahboobi Esfanjani and Mohammad Hosein Sedaaghi},
  journal={Inf. Sci.},
  year={2015},
  volume={293},
  pages={263-274}
}
A novel robust finite-horizon Kalman filter is presented for networked linear time-varying systems with norm-bounded parameter uncertainty whether, or not, the data packets in the network are time-stamped. Measured data loss and latency in the communication link are both described by a Bernoulli distributed random sequence. Then, a two-stage recursive structure is employed for the robust Kalman filter. The filter parameters are determined such that the covariance of the estimation error does… CONTINUE READING
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