DocumentCode
485600
Title
Comparative Analysis of a Class of Robust State Estimation Algorithms
Author
Stepinski, Tadeusz
Author_Institution
Department of Electrical Engineering, The Technical University of Szczecin, Szczecin, Poland
fYear
1982
fDate
14-16 June 1982
Firstpage
610
Lastpage
611
Abstract
This paper deals with a problem of robust estimation of the state of discrete, linear, dynamical system in case when measurements are corrupted by non-Gaussian heavy-tailed noise. The solution of a mini-max approach to this problem is outlined. Two types of robust filters - unconditional and conditional - are presented. The results of digital Monte-Carlo simulations show high performance of the proposed robust filters in comparison with the linear Kalman filter.
Keywords
Algorithm design and analysis; Digital filters; Filtering; Gaussian noise; Noise measurement; Noise robustness; Nonlinear filters; Pollution measurement; State estimation; Technological innovation;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1982
Conference_Location
Arlington, VA, USA
Type
conf
Filename
4787925
Link To Document