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On the minimax robust Kalman Filter: A bounded estimation resources approach

dc.creatorAzhmyakov V.spa
dc.creatorCastano N.spa
dc.creatorArango J.P.spa
dc.creatorGraczyk P.spa
dc.creatorMurillo F.H.S.spa
dc.date.accessioned2018-10-31T13:44:21Z
dc.date.available2018-10-31T13:44:21Z
dc.date.created2018
dc.identifier.isbn9781538603987
dc.identifier.urihttp://hdl.handle.net/11407/4884
dc.descriptionThis paper is devoted to a generalization of the non-standard Kalman Filter (KF) introduced in [4]. We deal with some restrictions of the technical resources in the context of a state estimation problem and study a constrained convex program. Moreover, we replace two main concepts of the conventional KF, namely, the fundamental Normality Hypothesis (NH) and the unconstrained optimization approach. The minimax methodology we propose make it possible to develop an effective quasi-explicit solution method for the practically motivated generalization of the Kalman-type filter. We present a rigorous formal analysis of the obtained algorithm. The resulting non-linear filter possesses a strong optimality properties. © 2017 IEEE.spa
dc.language.isoeng
dc.publisherInstitute of Electrical and Electronics Engineers Inc.spa
dc.relation.isversionofhttps://www.scopus.com/inward/record.uri?eid=2-s2.0-85047341894&doi=10.1109%2fCCAC.2017.8276395&partnerID=40&md5=592632a50fdd73be2edfb6f7672def3bspa
dc.sourceScopusspa
dc.subjectAutomationspa
dc.subjectBandpass filtersspa
dc.subjectConvex optimizationspa
dc.subjectProcess controlspa
dc.subjectEstimation problemspa
dc.subjectExplicit solutionsspa
dc.subjectFormal analysisspa
dc.subjectNon-linear filtersspa
dc.subjectRobust Kalman filtersspa
dc.subjectStandard Kalman filtersspa
dc.subjectTechnical resourcesspa
dc.subjectUnconstrained optimizationspa
dc.subjectKalman filtersspa
dc.titleOn the minimax robust Kalman Filter: A bounded estimation resources approachspa
dc.typeConference Papereng
dc.rights.accessrightsinfo:eu-repo/semantics/restrictedAccess
dc.publisher.programCiencias Básicasspa
dc.contributor.affiliationAzhmyakov, V., Universidad de Medellin;Castano, N., Tecnologico de Antioquia;Arango, J.P., Public Companies of Medellin E.S.P.;Graczyk, P., LAREMA, University of Angers;Murillo, F.H.S., Universidad de Medellinspa
dc.identifier.doi10.1109/CCAC.2017.8276395
dc.relation.citationvolume2018-January
dc.relation.citationstartpage1
dc.relation.citationendpage6
dc.publisher.facultyFacultad de Ciencias Básicasspa
dc.relation.ispartofes2017 IEEE 3rd Colombian Conference on Automatic Control, CCAC 2017 - Conference Proceedingsspa
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