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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https://hal.science/hal-01812559
Soumis le : lundi 11 juin 2018-15:22:43
Dernière modification le : mardi 17 septembre 2024-15:53:00
Citer
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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