document: Robust Kalman filter design for discrete time-delay systems The problem of finite - and infinite-horizon robust Kalman filtering for uncertain discrete-time systems with state delay is addressed . The system under consideration is subject to time-varying norm-bounded parameter uncertainty in both the state and output matrices . We develop a new methodology for designing a linear filter such that the error variance of the filter is guaranteed to be within a certain upper bound for any allowed uncertainty and time delay . The solution is given in terms of two Riccati equations . Multiple time-delay systems are also investigated
doc_bio_tags: B I I O O O O O O O O O O O O O O O O O O O O B I O O O O O O O O O O O O O O O O O O O B I O O O O O O O O O B I O O O O O O O O O O O O O O O O O O O O O O O O O O O O O O O O O B I O O O O O O O
extractive_keyphrases: robust kalman filter state delay output matrices linear filter riccati equations
abstractive_keyphrases: discrete time-delay systems uncertain systems time-varying parameter uncertainty norm-bounded parameter uncertainty state matrices robust state estimation