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Article Dans Une Revue IEEE Transactions on Signal Processing Année : 2018

Comparing robustness of the Kalman, H_inf, and UFIR filters

Résumé

This paper provides a comparative analysis for robustness of the Kalman filter (KF), H_infinity filter derived using the game theory, and unbiased finite impulse response (UFIR) filter, which ignores the noise statistics and initial values. A comparison is provided for Gaussian models by studying the effects of errors and disturbing factors on the bias correction gain. It is shown that the rule of thumb of optimal filtering in terms of accuracy, UFIR
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Dates et versions

hal-01812559 , version 1 (11-06-2018)

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Yuriy Shmaliy, Frederic Lehmann, Shunyi Zhao, Choon K. Ahn. Comparing robustness of the Kalman, H_inf, and UFIR filters. IEEE Transactions on Signal Processing, 2018, 66 (13), pp.3447 - 3458. ⟨10.1109/TSP.2018.2833811⟩. ⟨hal-01812559⟩
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