연속형 상태 방정식에 대한 최소최대 필터

Minimax Filter for Continuous-Time State Space Models

In this paper, a new robust deadbeat minimax FIR filter (DMFF) is proposed for continuous-time state space signal models. Linearity, deadbeat property, FIR structure, and independence of the initial state information will be required in advance, in addition to a performance index of the worst case gain between the disturbance and the current estimation error. The proposed DMFF is obtained by directly minimizing a performance index with the deadbeat constraint. The proposed DMFF is represented first in a standard FIR form and then in an iterative form. The DMFF will be shown to be used also for the IIR structure. It is shown that the DMFF is similar in form to the existing receding horizon unbiased FIR filter (RHUFF) with some noise covariances. The former is a deterministic filter, while the latter is a stochastic filter.