Abstract
A new class of robust doubly optimized recursive (DOPTIR) estimators minimize total real estimator output noise. Total output noise consists both of noise due to input observation noise and roundoff noise due to rounding after arithmetic operations. The doubly optimized estimators obtained show very favourable performances in cases of decreased levels of input observation noise, comparad with those which we adopted during estimator design. Furthermore, it can be seen that the DOPTIR estimator shows significantly greater robustness to the finite accuracy of the coefficients than the standard recursive estimator.
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© 1988 International Federation for Information Processing
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Radonja, P.J. (1988). Optimum state estimation using a new class of robust doubly optimized recursive estimators. In: Iri, M., Yajima, K. (eds) System Modelling and Optimization. Lecture Notes in Control and Information Sciences, vol 113. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0042780
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DOI: https://doi.org/10.1007/BFb0042780
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Publisher Name: Springer, Berlin, Heidelberg
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Online ISBN: 978-3-540-39164-7
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