摘要
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This paper was
concerned with the problem of robust sampled data state estimation for uncertain continuous
time systems. A sampled data estimation covariance is given by taking intersample behaviour
into account. The primary purpose of this paper is to design robust discrete time Kalman filters
such that the sampled data estimation covariance is not more than a prespecified value, and
therefore the error variances achieve the desired constraints. It is shown that the addressed
problem can be converted into a similar problem for a fictitious discrete time system. The
existence conditions and the explicit expression of desired filters were both derived. Finally, a
simple example was presented to demonstrate the effectiveness of the proposed design
procedure.
