Gyroscopy and Navigation

, Volume 5, Issue 1, pp 40–43 | Cite as

Robust filtering using the method of local approximations of power spectral densities

  • A. V. Loparev
  • O. A. Stepanov
  • V. I. Kulakova
Article

Abstract

The application of the method of local approximations of power spectral densities to robust filtering problems with bounded variances of signal derivatives is considered. The algorithm design is based on the assumption that the signal is formed as n-times integrated white noise. It is important that the upper bound of the root-mean-square filtering error increases by no more than 1% as compared with the exact solution of the robust filtering problem. An example is given to illustrate the effectiveness of the algorithm proposed.

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Copyright information

© Pleiades Publishing, Ltd. 2014

Authors and Affiliations

  • A. V. Loparev
    • 1
  • O. A. Stepanov
    • 1
  • V. I. Kulakova
    • 2
  1. 1.Concern CSRI ElektropriborJSCSt. PetersburgRussia
  2. 2.National Research University of Information Technology, Mechanics and OpticsSt. PetersburgRussia
  3. 3.SRC Leninets Plant Inc.St. PetersburgRussia

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