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Near-optimal deterministic filtering on the unit circle

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dc.contributor.authorCoote, Paul
dc.contributor.authorTrumpf, Jochen
dc.contributor.authorMahony, Robert
dc.contributor.authorWillems, Jan C
dc.coverage.spatialShanghai China
dc.date.accessioned2015-12-07T22:16:59Z
dc.date.createdDecember 16-18 2009
dc.date.issued2009
dc.date.updated2016-02-24T10:34:00Z
dc.description.abstractWe 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 in the presence of large disturbances. An optimal algorithm for recursive estimation of static (non-dynamic) data on the unit circle appears as a special case of the proposed filter.
dc.identifier.isbn9781424438723
dc.identifier.urihttp://hdl.handle.net/1885/18319
dc.publisherInstitute of Electrical and Electronics Engineers (IEEE Inc)
dc.relation.ispartofseriesIEEE Conference on Decision and Control and Chinese Control Conference 2009
dc.sourceProceedings of IEEE Conference on Decision and Control and Chinese Control Conference 2009
dc.subjectKeywords: Explicit bounds; Fourth-order; Large disturbance; Optimal algorithm; Optimality; Recursive estimation; Suboptimal filtering; Tracking errors; Unit circles; Approximation algorithms; Linear systems; Model structures; Nonlinear systems; Optimization
dc.titleNear-optimal deterministic filtering on the unit circle
dc.typeConference paper
local.bibliographicCitation.lastpage5495
local.bibliographicCitation.startpage5490
local.contributor.affiliationCoote, Paul, College of Engineering and Computer Science, ANU
local.contributor.affiliationTrumpf, Jochen, College of Engineering and Computer Science, ANU
local.contributor.affiliationMahony, Robert, College of Engineering and Computer Science, ANU
local.contributor.affiliationWillems, Jan C, Katholieke Universiteit Leuven
local.contributor.authoruidCoote, Paul, u2568323
local.contributor.authoruidTrumpf, Jochen, u4056317
local.contributor.authoruidMahony, Robert, u4033888
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.description.refereedYes
local.identifier.absfor090602 - Control Systems, Robotics and Automation
local.identifier.ariespublicationu4056317xPUB4
local.identifier.doi10.1109/CDC.2009.5399999
local.identifier.scopusID2-s2.0-77950815729
local.type.statusPublished Version

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