HYBRID KALMAN MINIMAX FILTERING IN PHASE-LOCKED LOOPS/

Citation
D. Simon et H. Elsherief, HYBRID KALMAN MINIMAX FILTERING IN PHASE-LOCKED LOOPS/, Control engineering practice, 4(5), 1996, pp. 615-623
Citations number
20
Categorie Soggetti
Controlo Theory & Cybernetics","Robotics & Automatic Control
ISSN journal
09670661
Volume
4
Issue
5
Year of publication
1996
Pages
615 - 623
Database
ISI
SICI code
0967-0661(1996)4:5<615:HKMFIP>2.0.ZU;2-Y
Abstract
A method of combining Kalman filtering and minimax filtering is propos ed and demonstrated in an application to phase-locked loop design. Kal man filtering suffers from a lack of robustness to departures from the assumed noise statistics. Minimax filtering, however, has the drawbac k 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 f ilter design is used in this paper to demonstrate an application of hy brid estimation.