PERFORMANCE COMPARISON OF Hm AND KALMAN FILTERS AND EQUALISERS
Garry A. Eini, L.B. White · 1996
This paper compares the performance of Kalman and H, solutions for filtering and equalisation problems. It is argued that the cost of H, designs is an increase in mean square error. In the case of known time-invariant models, it is shown that the H, solutions are closer to the high SNR asymptotes. In the case of unknown models, it is shown how uncertainty may be accommodated in the filter and equaliser designs.