Abstract
Information loss often occurs in industrial processes under unspecified impacts and data errors. Therefore robust predictors are required to assure the performance. We design a one-step H2 optimal finite impulse response (H2-OFIR) predictor under persistent disturbances, measurement errors, and initial errors by minimizing the squared weighted Frobenius norms for each error. The H2-OFIR predictive tracker is tested by simulations assuming Gauss-Markov disturbances and data errors. It is shown that the H2-OFIR predictor has a better robustness than the Kalman and unbiased FIR predictor. An experimental verification is provided based on the moving robot tracking problem
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