扩展的H/sub /spl滤波器-鲁棒EKF

Proceedings of ICASSP '94. IEEE International Conference on Acoustics, Speech and Signal Processing Pub Date : 1994-04-19 DOI:10.1109/ICASSP.1994.389841

G. Einicke, L. White

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引用次数: 0

摘要

扩展卡尔曼滤波器(EKF)的使用在非线性信号处理应用中根深蒂固。然而，EKF规格中固有的线性化误差会严重降低其性能。本文提出了一种基于H/sub /spl infin//范数最小化准则的鲁棒线性设计方法对EKF进行鲁棒化的新方法。仿真结果表明，该方法对频率和相位调制信号的解调具有优势。

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The extended H/sub /spl infin// filter-a robust EKF

The use of the extended Kalman filter (EKF) is heavily entrenched in non-linear signal processing applications. However linearisation errors inherent in the specification of an EKF can severely degrade its performance. The paper presents a new approach to the robustification of the EKF by application of robust linear design methods based on the H/sub /spl infin// norm minimisation criterion. The results of simulations are presented to demonstrate an advantage for the demodulation of frequency and phase modulated signals.<>

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Proceedings of ICASSP '94. IEEE International Conference on Acoustics, Speech and Signal Processing

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