Robust extended Kalman filtering

被引:305
作者
Einicke, GA [1 ]
White, LB
机构
[1] Univ Adelaide, Commonwealth Sci & Ind Res Org, Explorat & Min Div, Adelaide, SA, Australia
[2] Univ Adelaide, Dept Elect & Elect Engn, Adelaide, SA, Australia
[3] Univ Adelaide, Dept Elect & Elect Engn, Salisbury, SA, Australia
[4] Def Sci & Technol Org, Commun Div, Salisbury, SA, Australia
关键词
D O I
10.1109/78.782219
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
Linearization errors inherent in the specification of an extended Kalman filter (EKF) can severely degrade its performance. This correspondence presents a new approach to the robust design of a discrete-time EKF by application of the robust linear design methods based on the H-infinity norm minimization criterion,The results of simulations are presented to demonstrate an advantage for signal demodulation and nonlinear equalization applications.
引用
收藏
页码:2596 / 2599
页数:4
相关论文
共 13 条
[1]  
ANDERSON BDO, 1979, OPTIMAL FILTERING, P105
[2]  
BASAR T, 1991, HINFINITY OPTIMAL CO, P159
[3]   STEADY-STATE KALMAN FILTERING WITH AN H-INFINITY ERROR BOUND [J].
BERNSTEIN, DS ;
HADDAD, WM .
SYSTEMS & CONTROL LETTERS, 1989, 12 (01) :9-16
[4]  
EINICKE GA, 1994, P ICASSP AD AUSTR, V4, P181
[5]  
FU M, 1990, EE9039 U NEWC DEP EL
[6]  
GREEN M, 1994, ROBUST LINEAR CONTRO
[7]   STATE-SPACE SOLUTION OF THE DISCRETE-TIME MINIMUM ENTROPY CONTROL PROBLEM VIA SEPARATION [J].
IGLESIAS, PA ;
MUSTAFA, D .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1993, 38 (10) :1525-1530
[8]  
JAZWINSKI AH, 1970, STOCHASTIC PROCESSES, P279
[9]  
LIMEBEER DJN, 1989, P 28 CDC TAMP FL, V1, P292
[10]   FILTERING AND SMOOTHING IN AN H-INFINITY SETTING [J].
NAGPAL, KM ;
KHARGONEKAR, PP .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1991, 36 (02) :152-166