Coote, Paul; Trumpf, Jochen; Mahony, Robert; Willems, Jan C
We present a near-optimal deterministic filter for systems that evolve on the unit circle. Unlike suboptimal filtering algorithms that rely on approximations of the system, the proposed approach preserves the non-linear system model. This leads to an explicit bound on the optimality gap in terms of the tracking error. Specifically, the optimality gap is bounded by a term that is fourth-order in the tracking error. A simulation demonstrates that the filter can track a signal on the unit circle...[Show more]
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