Robust deterministic filtering for linear uncertain time-varying systems
Antonio Osorio-Cordero, Alexander S. Poznyak, Michael Taksar · 1997
The problem tackled is the filtering of the states of a time-varying uncertain linear system with deterministic disturbances of limited power. The resulting filter has the structure of that of Kalman. Its gain turns to be a function of some free parameters and of the solution of two Riccati equations constructed artificially that result in a process that employs a Lyapunov function to assure a uniform finite upper bound of the squared L-2 norm of the estimation error.