An interval Kalman filter enhanced by lowering the covariance matrix upper bound

This paper proposes a variance upper bound based interval Kalman filter that enhances the interval Kalman filter based on the same principle proposed by Tran et al. (2017) for uncertain discrete time linear models. The systems under consideration are subject to bounded parameter uncertainties not on...

Full description

Bibliographic Details
Main Authors: Tran Tuan Anh, Jauberthie Carine, Trave-Massuyés Louise, Lu Quoc Hung
Format: Article
Language:English
Published: Sciendo 2021-06-01
Series:International Journal of Applied Mathematics and Computer Science
Subjects:
Online Access:https://doi.org/10.34768/amcs-2021-0018