DocumentCode
2651830
Title
Hybrid H2/H∞ estimation for phase-locked loop filter design
Author
Simon, Dan ; El-Sherief, Hossny
Author_Institution
TRW Syst. Integration Group, San Bernardino, CA, USA
Volume
2
fYear
1994
fDate
29 June-1 July 1994
Firstpage
2212
Abstract
A method of combining Kalman filtering and minimax filtering is proposed and demonstrated in an application to phase-locked loop design. Kalman filtering suffers from a lack of robustness to departures from the assumed noise statistics. But minimax filtering has the drawback of ignoring the engineer´s (admittedly incomplete) knowledge of the noise statistics. It is shown in this paper that hybrid Kalman/minimax filtering can provide the best of both worlds. Phase-locked loop filter design is used in this paper to demonstrate an application of hybrid estimation.
Keywords
Kalman filters; filtering theory; minimax techniques; phase locked loops; Hybrid H2/H∞ estimation; Kalman filtering; minimax filtering; noise statistics; optimal filtering; phase-locked loop filter; Estimation error; Filtering; Global Positioning System; Kalman filters; Minimax techniques; Noise measurement; Phase estimation; Phase locked loops; Statistics; Transfer functions;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1994
Print_ISBN
0-7803-1783-1
Type
conf
DOI
10.1109/ACC.1994.752468
Filename
752468
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