• Title/Summary/Keyword: extended robust $H_{\infty}$ filter

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Design of An Extended Robust H$\infty$ Filter

  • Yu, Myeong-Jong;Lee, Jang-Gyu;Park, Cha- Gook
    • 제어로봇시스템학회:학술대회논문집
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    • 2001.10a
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    • pp.77.3-77
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    • 2001
  • An extended robust H$\infty$ filter is proposed for a nonlinear uncertain system. We also analyze the characteristics of the proposed filter such as an H$\infty$ performance criterion using the Lyapunov function method. The analysis results show that proposed filter has a robustness against disturbances such as process and measurement noises and against parameter uncertainties. Then the in-flight alignment for a strapdown inertial navigation system is designed using the presented filter. Simulation results show that the proposed filter effectively improve the performance.

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An Extended Robust $H_{\infty}$ Filter for Nonlinear Constrained Uncertain System

  • Seo, Jae-Won;Yu, Myeong-Jong;Park, Chan-Gook;Lee, Jang-Gyu
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.565-569
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    • 2003
  • In this paper, a robust filter is proposed to effectively estimate the system states in the case where system model uncertainties as well as disturbances are present. The proposed robust filter is constructed based on the linear approximation methods for a general nonlinear uncertain system with an integral quadratic constraint. We also derive the important characteristic of the proposed filter, a modified $H_{\infty}$ performance index. Analysis results show that the proposed filter has robustness against disturbances, such as process and measurement noises, and against parameter uncertainties. Simulation results show that the proposed filter effectively improves the performance.

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The Design of Extended Robust $H_{\infty}$ Filter for Glint Noise (글린트 잡음에 대한 확장 강인 $H_{\infty}$ 필터 설계)

  • Kwak, Ki-Seok;Shin, Jong-Gu;Yoon, Tae-Sung;Park, Jin-Bae
    • Proceedings of the KIEE Conference
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    • 2001.07d
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    • pp.1961-1963
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    • 2001
  • In a target tracking problem, the radar glint noise has non-Gaussian heavy-tailed distribution and will seriously affect the target tracking performance. In this study, an extended robust $H_{\infty}$ was developed which can significantly improve the tracking performance when glint noise is present. Through the computer simulations, the proposed filter showed superior and robust tracking performance compared with other extended Kalman filters.

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$H_{\infty}$ Filter Based Robust Simultaneous Localization and Mapping for Mobile Robots (이동로봇을 위한 $H_{\infty}$ 필터 기반의 강인한 동시 위치인식 및 지도작성 구현 기술)

  • Jeon, Seo-Hyun;Lee, Keon-Yong;Doh, Nakju Lett
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.48 no.1
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    • pp.55-60
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    • 2011
  • The most basic algorithm in SLAM(Simultaneous Localization And Mapping) technique of mobile robots is EKF(Extended Kalman Filter) SLAM. However, it requires prior information of characteristics of the system and the noise model which cannot be estimated in accurate. By this limit, Kalman Filter shows the following behaviors in a highly uncertain environment: becomes too sensitive to internal parameters, mathematical consistency is not kept, or yields a wrong estimation result. In contrast, $H_{\infty}$ filter does not requires a prior information in detail. Thus, based on a idea that $H_{\infty}$ filter based SLAM will be more robust than the EKF-SLAM, we propose a framework of $H_{\infty}$ filter based SLAM and show that suggested algorithm shows slightly better result man me EKF-SLAM in a highly uncertain environment.

A Target Tracking Based on Bearing and Range Measurement With Unknown Noise Statistics

  • Lim, Jaechan
    • Journal of Electrical Engineering and Technology
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    • v.8 no.6
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    • pp.1520-1529
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    • 2013
  • In this paper, we propose and assess the performance of "H infinity filter ($H_{\infty}$, HIF)" and "cost reference particle filter (CRPF)" in the problem of tracking a target based on the measurements of the range and the bearing of the target. HIF and CRPF have the common advantageous feature that we do not need to know the noise statistics of the problem in their applications. The performance of the extended Kalman filter (EKF) is also compared with that of the proposed filters, but the noise information is perfectly known for the applications of the EKF. Simulation results show that CRPF outperforms HIF, and is more robust because the tracking of HIF diverges sometimes, particularly when the target track is highly nonlinear. Interestingly, when the tracking of HIF diverges, the tracking of the EKF also tends to deviate significantly from the true track for the same target track. Therefore, CRPF is very effective and appropriate approach to the problems of highly nonlinear model, especially when the noise statistics are unknown. Nonetheless, HIF also can be applied to the problem of timevarying state estimation as the EKF, particularly for the case when the noise statistcs are unknown. This paper provides a good example of how to apply CRPF and HIF to the estimation of dynamically varying and nonlinearly modeled states with unknown noise statistics.

Hybrid Filter Design for a Nonlinear System with Glint Noise (글린트잡음을 갖는 비선형 시스템에 대한 하이브리드 필터 설계)

  • Kwak, Ki-Seok;Yoon, Tae-Sung;Park, Ji-Bae;Shin, Jong-Gun
    • Proceedings of the KIEE Conference
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    • 2001.11c
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    • pp.26-29
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    • 2001
  • In a target tracking problem the radar glint noise has non-Gaussian heavy-tailed distribution and will seriously affect the target tracking performance. In most nonlinear situations an Extended Robust Kalman Filter(ERKF) can yield acceptable performance as long as the noises are white Gaussian. However, an Extended Robust $H_{\infty}$ Filter (ERHF) can yield acceptable performance when the noises are Laplacian. In this paper, we use the Interacting Multiple Model(IMM) estimator for the problem of target tracking with glint noise. In the IMM method, two filters(ERKF and ERHF) are used in parallel to estimate the state. Computer simulations of a real target tracking shows that hybrid filter used the IMM algorithm has superior performance than a single type filter.

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An Extended Robust $H{\infty}$ Filter for Nonlinear Constrained Uncertain System (제약조건을 갖는 비선형 불확실 시스템을 위한 확장 강인 $H{\infty}$)

  • Seo, Jae-Won;Yu, Myeong-Jong;Park, Chan-Gook;Lee, Jang-Gyu
    • Proceedings of the KIEE Conference
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    • 2003.07d
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    • pp.2002-2004
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    • 2003
  • 본 논문에서는 시스템의 모델 불확실성과 백색 가우시안이 아닌 $L_2$ 잡음이 존재하는 경우에 시스템 상태변수의 효과적인 추정을 위한 강인 필터를 제안한다. 제안된 필터는 적분이차제약조건(integral quadratic constraint)을 갖는 일반적인 비선형 불확실 시스템을 위해 선형근사화를 통하여 구성된다. 또한 제안된 필터의 중요한 특성인 변형된 $H{\infty}$ 성능 지수를 유도하고, 해석적 방법을 통해 제안된 필터의 잡음과 시스템 파라미터 불확실성에 대한 강인성을 분석하며, 시뮬레이션 결과를 통하여 제안된 필터가 추정치의 정확도를 효과적으로 향상시키는 것을 보인다.

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