Comparison of Kalman filter, H filter and robust mixed Kalman/H filter

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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.

Original languageEnglish
Title of host publicationProceedings of the 30th Chinese Control Conference, CCC 2011
Pages3277-3281
Number of pages5
StatePublished - 2011
Externally publishedYes
Event30th Chinese Control Conference, CCC 2011 - Yantai, China
Duration: 22 Jul 201124 Jul 2011

Publication series

NameProceedings of the 30th Chinese Control Conference, CCC 2011

Conference

Conference30th Chinese Control Conference, CCC 2011
Country/TerritoryChina
CityYantai
Period22/07/1124/07/11

Keywords

  • Estimation
  • Parameter choosing
  • Robust mixed Kalman/H filter

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