The extended H∞ filter-a robust EKF

نویسندگان

  • Garry A. Einicke
  • Langford B. White
چکیده

The use of the extended Kalman filter (EKF) is heavily eneenched in non-linear signal procesging applications. However linearisatioa erron inhenmt in the s p e c i f i i n of an EKF can severely degrade its performance. This paper presents a new approach to the robus-tification of the EKF by application of the robust linear design methods b d o n t h e € L wr"inimisationcritexion. Theresults of simulations me v o t e d to demonstrate an advantage for the dcmodulotion of frequency and phase modulated signals.

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تاریخ انتشار 1994