Title :
A Linear Robust State Estimator with Fast Transient Response
Author_Institution :
General Robotics Corporation, P. O. Box 80045, Baton Rouge, LA 70898-0045
Abstract :
A new recursive linear filter is considered for the estimation of the unknown states of a dynamic system. In general, this new filter has fast convergence rate and lower RMS error than the conventional Kalman filter during the transient phase. It becomes a Wiener filter as time increases.
Keywords :
Noise measurement; Nonlinear filters; Optimal control; Recursive estimation; Robustness; Signal to noise ratio; State estimation; Steady-state; Transient response; Wiener filter;
Conference_Titel :
American Control Conference, 1986
Conference_Location :
Seattle, WA, USA
