Title :
A fake algebraic Riccati technique for tracking superimposed signals
Author :
Einicke, Gany A. ; White, Langford B. ; Bitmead, Robert R.
Author_Institution :
Exploration & Min., CSIRO, Australia
Abstract :
This paper describes an adaptive nonlinear filter for tracking superimposed signals. The filter gain is selected via a fake algebraic Riccati equation. A passivity approach is applied to deduce stability conditions for the filter error system. The performance is compared with an extended Kalman filter for tracking multiple frequency modulated signals
Keywords :
Riccati equations; adaptive filters; filtering theory; nonlinear filters; signal detection; stability; tracking; FM signals; adaptive nonlinear filter; fake algebraic Riccati equation; filtering; passivity; stability; superimposed signal; tracking; Aerospace engineering; Australia; Covariance matrix; Frequency; Nonlinear equations; Nonlinear filters; Observers; Riccati equations; Robust stability; State estimation;
Conference_Titel :
Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
Conference_Location :
Sydney, NSW
Print_ISBN :
0-7803-6638-7
DOI :
10.1109/CDC.2000.912319
