Abstract
To solve the problem that parameters of H∞ filter increase with time, a new adaptive H∞ filter algorithm is proposed. Based on real-time estimation of noise matrix and grey clustering of state variable, filter or gain matrix is modulated so as to get an estimation of the state vector. Simulation showed that, using the new algorithm, compared with the H∞ or Kalman filter, expected precision could be achieved and parameters could be made stable in 10 s. The improved algorithm can avoid spreading of computation and has excellent robustness.
Original language | English |
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Pages (from-to) | 995-998 |
Number of pages | 4 |
Journal | Beijing Ligong Daxue Xuebao/Transaction of Beijing Institute of Technology |
Volume | 26 |
Issue number | 11 |
Publication status | Published - Nov 2006 |
Keywords
- Grey clustering
- H filter
- Robustness