Control Engineering Practice
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.
Simon, Daniel J. and El-Sherief, Hossny, "Hybrid Kalman / Minimax Filtering in Phase-Locked Loops" (1996). Electrical Engineering & Computer Science Faculty Publications. 135.
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.
NOTICE: this is the author’s version of a work that was accepted for publication in ifac-papersonline.net. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in ifac-papersonline.net, DOI 10.1016/0967-0661(96)00043-3