QUASI-DEADBEAT MINIMAX FILTERS FOR DETERMINISTIC CONTINUOUS-TIME STATE SPACE SIGNAL MODELS
Soo Hee Han* Wook Hyun Kwon* Young Woo Choi*
* Engr. Research Center for Advanced Contr. and Instru., and Schol of Electrical Engr. & Computer Science, Seoul Natl Univ., Seoul, 151-742, Korea
In this paper, a quasi-deadbeat property is introduced and a quasi-deadbeat minimax filter (DMMF) is proposed for continuous-time state space signal models. Linearity, quasi-deadbeat property, FIR structure, and independence of the initial state information will be required in advance, in addition to a performance index of the worst case gain between the disturbance and the current estimation error. The proposed DMMF is obtained by directly minimizing a performance index with the quasi-deadbeat constraint. The proposed DMMF is represented first in a standard FIR form and then in an iterative form. The DMMF will be shown to be used also for the IIR structure.
Keywords: State estimation, Quasi-Deadbeat minimax filter (QMMF), FIR structure, quasi-deadbeat property
Session slot T-Mo-A01: Filtering and State Estimation/Area code 3a : Modelling, Identification and Signal Processing

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