Abstract

A naive approach to filtering for feedback control of dynamic systems that is robust and stable is proposed. Simulations are run on the filters presented to investigate the robustness properties of each filter. Each simulation with the comparison of the filters is carried out using the usual mean squared error. The filters to be included are the classic Kalman filter, Krein space Kalman, two adjustments to the Krein filter with input modeling and a second uncertainty parameter, a newly developed filter called the Naive filter, bias corrected Naive, exponentially weighted moving average (EWMA) Naive, and bias corrected EWMA Naive filter.

Degree

MS

College and Department

Physical and Mathematical Sciences; Statistics

Rights

http://lib.byu.edu/about/copyright/

Date Submitted

2008-06-18

Document Type

Thesis

Handle

http://hdl.lib.byu.edu/1877/etd2426

Keywords

Kalman, Krein, feedback control, state estimation, filter, dynamic system, robust state estimation, robust, EWMA, bias correction

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