Engineering Commons^™

Hybrid Kalman / Minimax Filtering In Phase-Locked Loops, Daniel J. Simon, Hossny El-Sherief

Electrical and Computer Engineering Faculty Publications

A method of combining Kahnan filtering and minimax filtering is proposed and demonstrated in an application to phase-locked loop design. Kalman filtering suffers from a lack of robustness to departures from the assumed noise statistics. Minimax filtering, however, has the drawback of ignoring the engineer's (admittedly incomplete) knowledge of the noise statistics. It is shown in this paper that hybrid Kalman/minimax filtering can provide the “best of both worlds” . Phase-locked loop filter design is used in this paper to demonstrate an application of hybrid estimation.