Vathsal, S and Sarma, IG (1974) Constrained linear minimax filter for systems with large plant uncertainties. In: International Journal of Systems Science, 5 (5). pp. 479-492.Full text not available from this repository.
This paper presents a method of designing a minimax filter in the presence of large plant uncertainties and constraints on the mean squared values of the estimates. The minimax filtering problem is reformulated in the framework of a deterministic optimal control problem and the method of solution employed, invokes the matrix Minimum Principle. The constrained linear filter and its relation to singular control problems has been illustrated. For the class of problems considered here it is shown that the filter can he constrained separately after carrying out the mini maximization. Numorieal examples are presented to illustrate the results.
|Item Type:||Journal Article|
|Additional Information:||Copyright of this article belongs to Taylor and Francis Group.|
|Department/Centre:||Division of Electrical Sciences > Computer Science & Automation (Formerly, School of Automation)|
|Date Deposited:||28 Oct 2009 06:48|
|Last Modified:||28 Oct 2009 06:48|
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