Title :
Robust extended Kalman filtering
Author :
Einicke, Garry A. ; White, Langford B.
Author_Institution :
Exploration & Min. Div., CSIRO, Adelaide, SA, Australia
fDate :
9/1/1999 12:00:00 AM
Abstract :
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∞ norm minimization criterion. The results of simulations are presented to demonstrate an advantage for signal demodulation and nonlinear equalization applications
Keywords :
H∞ optimisation; Kalman filters; demodulation; discrete time filters; filtering theory; linearisation techniques; minimisation; EKF; H∞ norm minimization criterion; discrete-time filter; extended Kalman filter; linear design methods; linearization errors; nonlinear equalization; robust design; signal demodulation; Degradation; Design methodology; Filtering; Kalman filters; Minimization methods; Nonlinear filters; Robustness; Signal processing; State estimation; Taylor series;
Journal_Title :
Signal Processing, IEEE Transactions on
