A Naive, Robust and Stable State Estimate A Naive, Robust and Stable State Estimate

by Remund, Todd Gordon

Abstract (Summary)
A naive approach to filtering for feedback control of dynamic systems that is

robust and stable is proposed. Simulations are run on the filters presented to investigate

the robustness properties of each filter. Each simulation with the comparison of

the filters is carried out using the usual mean squared error. The filters to be included

are the classic Kalman filter, Krein space Kalman, two adjustments to the Krein filter

with input modeling and a second uncertainty parameter, a newly developed filter

called the Naive filter, bias corrected Naive, exponentially weighted moving average

(EWMA) Naive, and bias corrected EWMA Naive filter.

Bibliographical Information:


School:Brigham Young University

School Location:USA - Utah

Source Type:Master's Thesis

Keywords:kalman krein feedback control state estimation filter dynamic system robust ewma bias correction


Date of Publication:04/21/2008

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