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From: Tim Wescott on 21 May 2010 13:49
AM wrote:
(top posting fixed)
> On May 20, 4:14 pm, Tim Wescott <t...(a)seemywebsite.now> wrote:
>> AM wrote:
>>> -Hello all,
>>> Does anyone have some good references on H-inf filter and Kalman
>>> filters for a controls person? I am pretty familiar with how these
>>> work (and the associated algorithms) in a controls context and I am
>>> trying to broaden my horizons with their DSP-sister uses. Thanks for
>>> your time.
>> I don't see much difference between Kalman filters for use in 'control
>> problems' and those for use in 'DSP-sister' uses. There may be certain
>> applications that lean one way or another (i.e. for adaptive control
>> your Kalman will almost always be time-varying, while if you're doing an
>> observer it'll be whatever the plant is, if you're demodulating AM then
>> it'll be time varying again, etc.)
>>
>> But I'm ready to have my horizons broadened.

> @hardy and @rune, thanks for the books, i will take a look at them.
>
> @Tim
>
> I am probably splitting hairs with the DSP v. controls distinction. My
> experience with these methods is entirely from a controls context. So
> I figured that learning about them from a different viewpoint would
> ensure that i really understand them (as opposed to being able to get
> them to work for a controller only).
>
> -Andrew

I only have one book -- "Optimal State Estimation" by Simon. That's if
you don't count "Estimation and Detection Theory" by Van Trees, which
has you derive the Kalman filter in a few homework problems (!), and a
couple of adaptive control books. I don't know how it stacks up against
others for completeness, but it's been sufficient for me (and I've been
_using_ it to generate revenue for over a year). He has a very down to
earth, practical style, without forgetting that Kalman filtering is a
mathematical process and the math has to be paid attention to.

--
Tim Wescott
Control system and signal processing consulting
www.wescottdesign.com
From: Peter K. on 22 May 2010 08:53
On 20 May, 14:12, AM <quarkthed...(a)gmail.com> wrote:
> -Hello all,
>
> Does anyone have some good references on H-inf filter and Kalman
> filters for a controls person? I am pretty familiar with how these
> work (and the associated algorithms) in a controls context and I am
> trying to broaden my horizons with their DSP-sister uses. Thanks for
> your time.
>
> AM

It's not that far between what the controls guys do and what DSP
people do, as Tim says.

This is a paper I did many moons ago that uses an extended KF approach
to do demodulation of polynomial phase signals:

http://espace.library.uq.edu.au/view/UQ:11308

And it's not really H-infinity filtering, but this is some stuff I did
even more moons ago that takes some H-infinity ideas and turns them
into an FIR filter design/approximation approach:

http://espace.library.uq.edu.au/view/UQ:10631
http://espace.library.uq.edu.au/view/UQ:11246

Ciao,

Peter K.
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