BAREKENG: Jurnal Ilmu Matematika dan Terapan
Vol 19 No 2 (2025): BAREKENG: Journal of Mathematics and Its Application

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

Rudianto, Budi (Unknown)
Muhafzan, Muhafzan (Unknown)
Syafwan, Mahdhivan (Unknown)
Sy, Syafrizal (Unknown)



Article Info

Publish Date
01 Apr 2025

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.

Copyrights © 2025






Journal Info

Abbrev

barekeng

Publisher

Subject

Computer Science & IT Control & Systems Engineering Economics, Econometrics & Finance Energy Engineering Mathematics Mechanical Engineering Physics Transportation

Description

BAREKENG: Jurnal ilmu Matematika dan Terapan is one of the scientific publication media, which publish the article related to the result of research or study in the field of Pure Mathematics and Applied Mathematics. Focus and scope of BAREKENG: Jurnal ilmu Matematika dan Terapan, as follows: - Pure ...