Adaptive fading Kalman filter with an application

A new adaptive state estimation algorithm, namely adaptive fading Kalman filter (AFKF), is proposed to solve the divergence problem of Kalman filter. A criterion function is constructed to measure the optimality of Kalman filter. The forgetting factor in AFKF is adaptively adjusted by minimizing the defined criterion function using measured outputs. The algorithm remains convergent and tends to be optimal in the presence of model errors. It has been successfully applied to the headbox of a paper-making machine for state estimation.

Set invariance in control

The properties of positively invariant sets are involved in many different problems in control theory, such as constrained control, robustness analysis, synthesis and optimization. In this paper we provide an overview of the literature concerning positively invariant sets and their application to the analysis and synthesis of control systems.