A New Robust Filtering Strategy for Linear Systems

Abstract For linear and well-defined estimation problems with Gaussian white noise, the Kalman filter (KF) yields the best result in terms of estimation accuracy. However, the KF performance degrades and can fail in cases involving large uncertainties such as modeling errors in the estimation process. The smooth variable structure filter (SVSF) is a relatively new estimation strategy based on sliding mode theory and has been shown to be robust …