DocumentCode
551151
Title
Comparison of Kalman filter, H∞ filter and robust mixed Kalman/H∞ filter
Author
Wang Xie ; Zhang Senlin ; Liu Meiqin
Author_Institution
Coll. of Electr. Eng., Zhejiang Univ., Hangzhou, China
fYear
2011
fDate
22-24 July 2011
Firstpage
3277
Lastpage
3281
Abstract
The H∞ filter and the robust mixed Kalman/H∞ filter is presented for discrete time-varying systems subject to model uncertainty over a finite horizon and a infinite horizon. The performance comparison of Kalman filter, H∞ filter and robust mixed Kalman/H∞ filter in a scalar system without model uncertainty is demonstrated though an example. In another example, the influence of the parameter to the filter is considered.
Keywords
Kalman filters; discrete time systems; time-varying systems; Kalman filter; discrete time-varying systems; infinite horizon; model uncertainty; robust mixed Kalman/H∞ filter; Estimation error; Kalman filters; Robustness; State estimation; Time varying systems; Uncertainty; Estimation; Parameter choosing; Robust mixed Kalman/H∞ filter;
fLanguage
English
Publisher
ieee
Conference_Titel
Control Conference (CCC), 2011 30th Chinese
Conference_Location
Yantai
ISSN
1934-1768
Print_ISBN
978-1-4577-0677-6
Electronic_ISBN
1934-1768
Type
conf
Filename
6001495
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