This paper presents a new strategy for state estimation. The strategy may be applied to linear systems and is referred to as the variable structure filter. The filter is considered for discrete-time systems subject to random disturbances and measurement noise. It requires a parametric model and can be formulated to accommodate modeling uncertainties. A proof of stability for the filter is provided. For stability, this concept requires a specification of an upper bound for uncertainties, disturbances, and measurement noise. The application of this filter to a third-order linear system is demonstrated.
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.Copyright © 2003
by American Institute of Physics
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