Hybrid Kalman / Minimax Filtering in Phase-Locked Loops

Daniel J. Simon; Hossny El-Sherief

doi:10.1016/0967-0661(96)00043-3

Hybrid Kalman / Minimax Filtering in Phase-Locked Loops

Daniel J. Simon, Hossny El-Sherief

TRW System Integration Group

Research output: Contribution to journal › Article › peer-review

Abstract

A method of combining Kahnan filtering and minimax filtering is proposed and demonstrated in an application to phase-locked loop design. Kalman filtering suffers from a lack of robustness to departures from the assumed noise statistics. Minimax filtering, however, has the drawback of ignoring the engineer's (admittedly incomplete) knowledge of the noise statistics. It is shown in this paper that hybrid Kalman/minimax filtering can provide the “best of both worlds” . Phase-locked loop filter design is used in this paper to demonstrate an application of hybrid estimation.

Original language	American English
Journal	Control Engineering Practice
Volume	4
DOIs	https://doi.org/10.1016/0967-0661(96)00043-3
State	Published - Sep 1 1996

Keywords

H∞ control
Kalman filters
Global positioning systems
Missiles
Aerospace trajectories

Disciplines

Electrical and Computer Engineering

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10.1016/0967-0661(96)00043-3License: CC BY

Hybrid Kalman Minimax Filtering in Phase-Locked LoopsFinal published version, 2.07 MBLicense: CC BY

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title = "Hybrid Kalman / Minimax Filtering in Phase-Locked Loops",

abstract = " A method of combining Kahnan filtering and minimax filtering is proposed and demonstrated in an application to phase-locked loop design. Kalman filtering suffers from a lack of robustness to departures from the assumed noise statistics. Minimax filtering, however, has the drawback of ignoring the engineer's (admittedly incomplete) knowledge of the noise statistics. It is shown in this paper that hybrid Kalman/minimax filtering can provide the “best of both worlds” . Phase-locked loop filter design is used in this paper to demonstrate an application of hybrid estimation.",

keywords = "H∞ control, Kalman filters, Global positioning systems, Missiles, Aerospace trajectories",

author = "Simon, \{Daniel J.\} and Hossny El-Sherief",

note = "D. Simon and H. El-Sherief. (1996). Hybrid Kalman / Minimax Filtering in Phase-Locked Loops. Control Engineering Practice, 4(5), 615-623, doi: dx.doi.org/10.1016/0967-0661(96)00043-3.",

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AU - Simon, Daniel J.

AU - El-Sherief, Hossny

N1 - D. Simon and H. El-Sherief. (1996). Hybrid Kalman / Minimax Filtering in Phase-Locked Loops. Control Engineering Practice, 4(5), 615-623, doi: dx.doi.org/10.1016/0967-0661(96)00043-3.

PY - 1996/9/1

Y1 - 1996/9/1

N2 - A method of combining Kahnan filtering and minimax filtering is proposed and demonstrated in an application to phase-locked loop design. Kalman filtering suffers from a lack of robustness to departures from the assumed noise statistics. Minimax filtering, however, has the drawback of ignoring the engineer's (admittedly incomplete) knowledge of the noise statistics. It is shown in this paper that hybrid Kalman/minimax filtering can provide the “best of both worlds” . Phase-locked loop filter design is used in this paper to demonstrate an application of hybrid estimation.

AB - A method of combining Kahnan filtering and minimax filtering is proposed and demonstrated in an application to phase-locked loop design. Kalman filtering suffers from a lack of robustness to departures from the assumed noise statistics. Minimax filtering, however, has the drawback of ignoring the engineer's (admittedly incomplete) knowledge of the noise statistics. It is shown in this paper that hybrid Kalman/minimax filtering can provide the “best of both worlds” . Phase-locked loop filter design is used in this paper to demonstrate an application of hybrid estimation.

KW - H∞ control

KW - Kalman filters

KW - Global positioning systems

KW - Missiles

KW - Aerospace trajectories

UR - https://engagedscholarship.csuohio.edu/enece_facpub/135

U2 - 10.1016/0967-0661(96)00043-3

DO - 10.1016/0967-0661(96)00043-3

M3 - Article

VL - 4

JO - Control Engineering Practice

JF - Control Engineering Practice

ER -

Hybrid Kalman / Minimax Filtering in Phase-Locked Loops

Abstract

Keywords

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