Title :
The extended H∞ filter-a robust EKF
Author :
Einicke, Garry A. ; White, Langford B.
Author_Institution :
Commun. Div., Defence, Sci. & Technol. Organ., Salisbury, SA, Australia
Abstract :
The use of the extended Kalman filter (EKF) is heavily entrenched in non-linear signal processing applications. However linearisation errors inherent in the specification of an EKF can severely degrade its performance. The paper presents a new approach to the robustification of the EKF by application of robust linear design methods based on the H ∞ norm minimisation criterion. The results of simulations are presented to demonstrate an advantage for the demodulation of frequency and phase modulated signals
Keywords :
H∞ optimisation; Kalman filters; demodulation; digital filters; frequency modulation; linearisation techniques; minimisation; nonlinear filters; phase modulation; signal processing; H∞ norm minimisation criterion; demodulation; extended H∞ filter; extended Kalman filter; frequency modulated signals; linearisation errors; nonlinear signal processing applications; performance; phase modulated signals; robust linear design methods; robustification; specification; Argon; Equations; Identity-based encryption; Nonlinear filters; Predictive models; Robustness; State estimation; Taylor series; Zinc; Zirconium;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1994. ICASSP-94., 1994 IEEE International Conference on
Conference_Location :
Adelaide, SA
Print_ISBN :
0-7803-1775-0
DOI :
10.1109/ICASSP.1994.389841
