DocumentCode
486654
Title
A Linear Robust State Estimator with Fast Transient Response
Author
Sehitoglu, H.
Author_Institution
General Robotics Corporation, P. O. Box 80045, Baton Rouge, LA 70898-0045
fYear
1986
fDate
18-20 June 1986
Firstpage
913
Lastpage
916
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;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1986
Conference_Location
Seattle, WA, USA
Type
conf
Filename
4789064
Link To Document