2011
DOI: 10.1109/tcsi.2011.2131330
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A Novel Delta Operator Kalman Filter Design and Convergence Analysis

Abstract: This paper focuses on the development of a delta operator Kalman filter and its convergence analysis. The delta operator Kalman filter is designed to estimate the state vectors of a delta operator system. Note that the designed delta operator Kalman filter can express both continuous-time and discrete-time cases. Then, the convergence analysis of the delta operator Kalman filter is also investigated by using Lyapunov approach in delta domain. Furthermore, this paper gives fundamental results for the analysis a… Show more

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Cited by 49 publications
(16 citation statements)
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“…Lemma 2 [10] For some given matrices γ , D and E of appropriate dimension and with γ symmetric, then …”
Section: Problem Descriptionmentioning
confidence: 99%
“…Lemma 2 [10] For some given matrices γ , D and E of appropriate dimension and with γ symmetric, then …”
Section: Problem Descriptionmentioning
confidence: 99%
“…Similarly, Xia and Han [52] also considered the system uncertainty and gave the sufficient condition for the design of the robust KF. Yang et al [53] considered a delta operator KF and applied it to an inverted pendulum model in experiment. A new sufficient condition of convergence analysis for the designed delta operator KF based on Lyapunov functional was given.…”
Section: Filtering For Linear Systemsmentioning
confidence: 99%
“…In different way, Hu [7] revises the lemma. In recent years, delta operator systems are received some attention [8,9]. In [8], Kalman filter is designed for delta operator systems by using a novel method.…”
Section: Introductionmentioning
confidence: 99%
“…In recent years, delta operator systems are received some attention [8,9]. In [8], Kalman filter is designed for delta operator systems by using a novel method. For discrete-time linear systems described by shift and delta operators, the numerical sensitivity of linear matrix inequalities (LMIs) is analysed [9].…”
Section: Introductionmentioning
confidence: 99%