Author :
Blanco, E. ; Neveux, Ph ; Thomas, G.
Author_Institution :
Univ. Claude Bernard, Villeurbanne, France
Abstract :
The aim of this article is to build up an estimator robust to noise uncertain properties and unknown initial conditions in an H∞ setting. Hence, a new H∞ approach to state estimation, based on a double treatment of the measurement, is presented. An optimal control based technique is used giving rise to an H∞ smoother. In order to compare its performance to the H2 smoother, two simple examples, applied to estimation and deconvolution, are developed. Simulation results show the ability of the presented tool to handle with biased noise properties
Keywords :
H∞ control; H∞ optimisation; deconvolution; filtering theory; smoothing methods; state estimation; H∞ optimal filters; H∞ smoothing; H2 smoother; backward filter; biased noise properties; deconvolution; forward filter; optimal control based technique; robust estimator; simulation results; state estimation; Continuous time systems; Equations; Estimation error; Filtering theory; Hydrogen; Kalman filters; Noise level; Smoothing methods; Symmetric matrices; White noise;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 2000. ICASSP '00. Proceedings. 2000 IEEE International Conference on
Conference_Location :
Istanbul
Print_ISBN :
0-7803-6293-4
DOI :
10.1109/ICASSP.2000.859059
