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Communication Dans Un Congrès Année : 2014

Robust ε-contaminated filter for discrete-time systems

Résumé

The robust filtering problem for uncertain discrete-time systems is treated in this paper. An ε-contaminated framework is adopted to design the robust filter in presence of model uncertainties. The result is presented in term of Toeplitz matrix equations. The proposed approach does not require a formal modelling of uncertainties. Meanwhile, the ε-contaminated robust filter is equivalent to the minimum variance filter with a stochastic representation of the uncertainties. An example shows the effectiveness of the approach.
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Dates et versions

hal-01100018 , version 1 (05-01-2015)

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Eric Blanco, Philippe Neveux, Abdelhani Boukrouche. Robust ε-contaminated filter for discrete-time systems. CoDIT, IEEE., Nov 2014, Metz, France. 147 p., ⟨10.1109/CoDIT.2014.6996943⟩. ⟨hal-01100018⟩
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