IEEE Transactions on Automatic Control, Vol.46, No.2, 343-348, 2001
Robust nonfragile Kalman filtering for uncertain linear systems with estimator gain uncertainty
This note is concerned with the problem of a robust non-fragile Kalman filter design for a class of uncertain linear systems with norm-bounded uncertainties. The designed state estimator can tolerate multiplicative uncertainties in the state estimator gain matrix. The robust nonfragile state estimator designs are given in terms of solutions to algebraic Riccati equations. The designs guarantee known upper bounds on the steady-state error covariance. A numerical example is given to illustrate the results.