Title: An innovation approach to optimize a Kalman filter with an H-infinity error bound by secant method
Authors: Wu, BF
Hsu, HH
National Chiao Tung University
Institute of Electrical and Control Engineering
Issue Date: 1-Jul-1996
Abstract: Designing a Kalman filter with a constraint on the H-infinity norm of the estimation error was first developed by Bernstein and Haddad in 1989. The main result is a sufficient condition for characterizing the Kalman filter. In this paper, similar to the standard Kalman filter, the properties of orthogonal principles are also shown to be preserved. Furthermore, the uniqueness, as opposed to an H-infinity filter, of the filter is implied by the orthogonal principles. An innovative approach to obtaining the minimum energy with a constraint on the H-infinity norm of the estimation en ol is proposed since the original work of Bernstein and Haddad does not, in general, reach the minimum energy of the estimation error. By means of the Secant method, the energy of the estimation error can be reduced as much as possible, under the condition that the H-infinity error bound is still satisfied.
URI: http://hdl.handle.net/11536/1211
ISSN: 0020-7721
Volume: 27
Issue: 7
Begin Page: 651
End Page: 660
Appears in Collections:Articles