A systematic approach to robustly reject persistent disturbances in target tracking applications
O.Y. Bas, Bahram Shafai · 2001
The problem of Kalman filtering for systems involving unmodeled persistent disturbances is studied. A proportional-integral (PI) Kalman filter for accommodation of such disturbances is proposed. A theoretical analysis is included in the paper. The robustness properties of the PI Kalman filter are demonstrated both analytically and through simulations.