Robust extended Kalman filtering 论文

详细信息

发表期刊/会议

IEEE Transactions on Signal Processing

发表日期

1999-01-01

发表年份

1999

摘要

Linearization errors inherent in the specification of an extended Kalman filter (EKF) can severely degrade its performance. This correspondence presents a new approach to the robust design of a discrete-time EKF by application of the robust linear design methods based on the H/sub /spl infin// norm minimization criterion. The results of simulations are presented to demonstrate an advantage for signal demodulation and nonlinear equalization applications.