IEICE TRANSACTIONS on Fundamentals
Error Analysis and Numerical Stabilization of the Fast H∞ Filter
Summary :
The fast H∞ filter is developed by one of the authors, and its practical use in industries is expected. This paper derives a linear propagation model of numerical errors in the recursive variables of the fast H∞ filter, and then theoretically analyzes the stability of the filter. Based on the analyzed results, a numerical stabilization method of the fast H∞ filter is proposed with the error feedback control in the backward prediction. Also, the effectiveness of the stabilization method is verified using numerical examples.
- Publication
- IEICE TRANSACTIONS on Fundamentals Vol.E93-A No.6 pp.1153-1162
- Publication Date
- 2010/06/01
- Publicized
- Online ISSN
- 1745-1337
- DOI
- 10.1587/transfun.E93.A.1153
- Type of Manuscript
- PAPER
- Category
- Digital Signal Processing
Authors
Keyword
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Tomonori KATSUMATA, Kiyoshi NISHIYAMA, Katsuaki SATOH, "Error Analysis and Numerical Stabilization of the Fast H∞ Filter" in IEICE TRANSACTIONS on Fundamentals,
vol. E93-A, no. 6, pp. 1153-1162, June 2010, doi: 10.1587/transfun.E93.A.1153.
Abstract: The fast H∞ filter is developed by one of the authors, and its practical use in industries is expected. This paper derives a linear propagation model of numerical errors in the recursive variables of the fast H∞ filter, and then theoretically analyzes the stability of the filter. Based on the analyzed results, a numerical stabilization method of the fast H∞ filter is proposed with the error feedback control in the backward prediction. Also, the effectiveness of the stabilization method is verified using numerical examples.
URL: https://global.ieice.org/en_transactions/fundamentals/10.1587/transfun.E93.A.1153/_p
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@ARTICLE{e93-a_6_1153,
author={Tomonori KATSUMATA, Kiyoshi NISHIYAMA, Katsuaki SATOH, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={Error Analysis and Numerical Stabilization of the Fast H∞ Filter},
year={2010},
volume={E93-A},
number={6},
pages={1153-1162},
abstract={The fast H∞ filter is developed by one of the authors, and its practical use in industries is expected. This paper derives a linear propagation model of numerical errors in the recursive variables of the fast H∞ filter, and then theoretically analyzes the stability of the filter. Based on the analyzed results, a numerical stabilization method of the fast H∞ filter is proposed with the error feedback control in the backward prediction. Also, the effectiveness of the stabilization method is verified using numerical examples.},
keywords={},
doi={10.1587/transfun.E93.A.1153},
ISSN={1745-1337},
month={June},}
Copy
TY - JOUR
TI - Error Analysis and Numerical Stabilization of the Fast H∞ Filter
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 1153
EP - 1162
AU - Tomonori KATSUMATA
AU - Kiyoshi NISHIYAMA
AU - Katsuaki SATOH
PY - 2010
DO - 10.1587/transfun.E93.A.1153
JO - IEICE TRANSACTIONS on Fundamentals
SN - 1745-1337
VL - E93-A
IS - 6
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - June 2010
AB - The fast H∞ filter is developed by one of the authors, and its practical use in industries is expected. This paper derives a linear propagation model of numerical errors in the recursive variables of the fast H∞ filter, and then theoretically analyzes the stability of the filter. Based on the analyzed results, a numerical stabilization method of the fast H∞ filter is proposed with the error feedback control in the backward prediction. Also, the effectiveness of the stabilization method is verified using numerical examples.
ER -
English
