Introduction to Minimax Filtering
Articles 8/21/2002 Post a comment
Limitations of Kalman filtering gave rise to H∞ filtering, also known as minimax filtering. Minimax filtering minimizes the "worst-case" estimation error. More precisely, the minimax filter minimizes the maximum singular value of the transfer function from the noise to the estimation error. Innovatia Software's Dan Simon provides an introduction to minimax filtering.
Introduction to Kalman Filtering
Articles 8/14/2002 3 comments
Kalman filtering is a relatively recent (1960) development in filtering, although it has its roots as far back as Gauss (1795). It has been applied in areas as diverse as aerospace, marine navigation, nuclear power plant instrumentation, demographic modeling, manufactring, and many others. This article uses a tutorial, example-based approach to explain Kalman filtering.