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From: AM on 20 May 2010 14:12
-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
From: Rune Allnor on 20 May 2010 14:30
On 20 Mai, 20:12, 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.

The best prespective text I have found on Kalman filters, is the
Durbin & Koopman book on state space methods for time series
analyses. The subject of the book is econometrics, not DSP,
but it contains a number of strategies and approaches I have not
seen in DSP texts.

Rune
From: HardySpicer on 20 May 2010 15:16
On May 21, 6:12 am, 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

For KF an old book by Anderson and Moore..
From: Tim Wescott on 20 May 2010 16:14
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.

--
Tim Wescott
Control system and signal processing consulting
www.wescottdesign.com
From: AM on 21 May 2010 13:42
@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

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.
>
> --
> Tim Wescott
> Control system and signal processing consultingwww.wescottdesign.com

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