scholarly journals Continuous-Time Minimum-Variance Filtering

10.5772/39251 ◽  
2012 ◽  
Author(s):  
Garry Einicke
Keyword(s):  
Continuous Time ◽  
Minimum Variance

H∞-Property of the Continuous-Time Extended Kalman Filter

2016 ◽  
Author(s):  
Jennifer L. Bonniwell ◽  
Susan C. Schneider ◽  
Edwin E. Yaz
Keyword(s):  
Kalman Filter ◽  
Extended Kalman Filter ◽  
Continuous Time ◽  
Estimation Error ◽  
Finite Energy ◽  
Minimum Variance ◽  
Nonlinear Observer ◽  
Minimum Variance Estimator ◽  
Error Energy ◽  
Special Case

This work elucidates another theoretical property of the ubiquitous extended Kalman filter by analyzing the energy gain of the continuous-time extended Kalman filter used as a nonlinear observer in the presence of finite-energy disturbances. The analysis provides a bound on the ratio of estimation error energy to disturbance energy, which shows that the extended Kalman filter inherently has the H∞-property along with being the locally optimal minimum variance estimator. A special case of this result is also shown to be the H2-property of the extended Kalman filter.

Improved Performance of Continuous-Time Generalized Minimum Variance Control for MIMO Time-Delays Systems

2012 ◽  
Vol 132 (10) ◽  
pp. 1626-1634
Author(s):  
Toshiya Yatsuzuka ◽  
Masayoshi Doi ◽  
Yasuchika Mori
Keyword(s):  
Continuous Time ◽  
Time Delays ◽  
Minimum Variance ◽  
Minimum Variance Control ◽  
Improved Performance

scholarly journals A Proposal of Partial Model Matching Method for Continuous-Time Generalized Minimum Variance Control

2010 ◽  
Vol 130 (11) ◽  
pp. 1979-1986
Author(s):  
Jyun-ichi Tajima ◽  
Masayoshi Doi ◽  
Yasuchika Mori
Keyword(s):  
Continuous Time ◽  
Minimum Variance ◽  
Model Matching ◽  
Matching Method ◽  
Minimum Variance Control ◽  
Partial Model

scholarly journals On a Generalized Minimum Variance Control for Continuous Time System

2005 ◽  
Vol 125 (11) ◽  
pp. 1743-1750 ◽  
Author(s):  
Yasuchika Mori ◽  
Futoshi Asami
Keyword(s):  
Continuous Time ◽  
Minimum Variance ◽  
Time System ◽  
Minimum Variance Control ◽  
Continuous Time System

Design of 2 Degree of Freedom Continuous-time Generalized Minimum Variance Control with Double Controller

2013 ◽  
Vol 133 (5) ◽  
pp. 994-1002
Author(s):  
Masayoshi Doi ◽  
Toshiya Yatsuzuka ◽  
Yasuchika Mori
Keyword(s):  
Continuous Time ◽  
Minimum Variance ◽  
Degree Of Freedom ◽  
Minimum Variance Control

Minimum Variance FIR Smoothers for Continuous-Time State Space Signal Models

2007 ◽  
Vol 14 (12) ◽  
pp. 1024-1027 ◽  
Author(s):  
Bo Kyu Kwon ◽  
Soohee Han ◽  
Wook Hyun Kwon
Keyword(s):  
State Space ◽  
Continuous Time ◽  
Minimum Variance ◽  
Signal Models

Self-Tuning Continuous-Time Generalized Minimum Variance Control

2010 ◽  
Vol 3 (3) ◽  
pp. 151-156
Author(s):  
Ryota HOSHINO ◽  
Yasuchika MORI
Keyword(s):  
Continuous Time ◽  
Minimum Variance ◽  
Minimum Variance Control ◽  
Self Tuning

Self-tuning Continuous-time Generalized Minimum Variance Control

2008 ◽  
Vol 41 (2) ◽  
pp. 5751-5755
Author(s):  
Ryota Hoshino ◽  
Yasuchika Mori
Keyword(s):  
Continuous Time ◽  
Minimum Variance ◽  
Minimum Variance Control ◽  
Self Tuning
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