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Title: Robust filtering by fictitious noises
Authors: Zhang, H
Zhang, DD 
Wang, W
Xie, L
Keywords: Robust
Fictitious noise
Issue Date: 2003
Publisher: IEEE
Source: 42nd IEEE Conference on Decision and Control : December 9-12, 2003, Maui, Hawaii, USA : proceedings, v. 2, p. 1280-1284 How to cite?
Abstract: In this paper, a new approach is presented for robust filtering of a linear discrete-time signal by applying fictitious noise. Modeling errors, in both the numerator and denominator of the transfer functions, are parameterized by using random variables with zero mean and known covariance. The robust performance is obtained by minimizing the mean square estimation error over all of the random parameter and noise. To derive a robust estimator, the uncertainties in the model are incorporated into two mutually uncorrelated fictitious noises with zero means. The covariances of the fictitious noises are computed by using two formulas that are presented in this paper. An illustrative example shows the effectiveness of our approach.
ISBN: 0-7803-7924-1
Rights: © 2003 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.
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