STABILITY ANALYSIS AND PERFORMANCE OF KALMAN FILTERING AND ROBUST KALMAN FILTERING ON UNCERTAIN CONTINUOUS-TIME SYSTEMS

  • Budi Rudianto Mathematics and Data Science Department, Faculty of Mathematics and Natural Sciences, Universitas Andalas, Indonesia https://orcid.org/0009-0006-8417-6477
  • Muhafzan Muhafzan Mathematics and Data Science Department, Faculty of Mathematics and Natural Sciences, Universitas Andalas, Indonesia https://orcid.org/0000-0001-9954-8196
  • Mahdhivan Syafwan Mathematics and Data Science Department, Faculty of Mathematics and Natural Sciences, Universitas Andalas, Indonesia https://orcid.org/0000-0003-2907-3644
  • Syafrizal Sy Mathematics and Data Science Department, Faculty of Mathematics and Natural Sciences, Universitas Andalas, Indonesia https://orcid.org/0000-0003-0185-6364
Keywords: Huber Loss, Lyapunov Stability, Robustness, Uncertainty Distribution

Abstract

This paper discusses the stability analysis of robust Kalman filtering on uncertain continuous-time systems. In real applications, systems often face model uncertainty and noise affecting prediction and estimation accuracy. Therefore, a filtering method is needed to overcome these uncertainties. Robust Kalman filtering is one of the most effective methods for dealing with model uncertainty. In this paper, we discuss the application of this method to continuous-time systems and its stability analysis. Simulation results show that robust Kalman filtering can provide more accurate and stable estimates than the conventional Kalman filter. Robust Kalman filtering can reduce the estimation error to about 30% under uncertain model conditions and maintain stability despite disturbances of up to 20% of the system parameters. However, this research has limitations regarding testing scenarios with more complex uncertainty models and higher disturbance variability. The originality of this research lies in its focus on the stability analysis of robust Kalman filtering on uncertain continuous-time systems, which has rarely been discussed in depth in previous literature.

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Published
2025-04-01
How to Cite
[1]
B. Rudianto, M. Muhafzan, M. Syafwan, and S. Sy, “STABILITY ANALYSIS AND PERFORMANCE OF KALMAN FILTERING AND ROBUST KALMAN FILTERING ON UNCERTAIN CONTINUOUS-TIME SYSTEMS”, BAREKENG: J. Math. & App., vol. 19, no. 2, pp. 1295-1306, Apr. 2025.