Title :
Comparative study of Kalman-Bucy and sliding mode filters performance for linear stochastic systems
Author :
Basin, Michael ; Rodriguez-gonzalez, Jesus
Author_Institution :
Dept. of Phys. & Math. Sci., Autonomous Univ. of Nuevo Leon, Mexico
Abstract :
This paper presents a filter for linear stochastic systems, based on the sliding mode technique. Performance of the designed filter is compared to that of the optimal Kalman-Bucy filter. Numerical simulation results are obtained and graphically presented. Specifics of the suggested approach are discussed.
Keywords :
Gaussian noise; Kalman filters; linear systems; numerical analysis; stochastic systems; variable structure systems; white noise; Kalman-Bucy filters performance; linear stochastic systems; numerical simulation; sliding mode filters performance; sliding mode technique; white Gaussian noise;
Conference_Titel :
Intelligent Control. 2003 IEEE International Symposium on
Conference_Location :
Houston, TX, USA
Print_ISBN :
0-7803-7891-1
DOI :
10.1109/ISIC.2003.1254696
