DocumentCode
290472
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
Volume
iv
fYear
1994
fDate
19-22 Apr 1994
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, 1994. ICASSP-94., 1994 IEEE International Conference on
Conference_Location
Adelaide, SA
ISSN
1520-6149
Print_ISBN
0-7803-1775-0
Type
conf
DOI
10.1109/ICASSP.1994.389841
Filename
389841
Link To Document