"I am still mulling over how to write this chapter. In the meantime, Professor Dan Simon at Clevant State University has an accessible introduction here:\n",
"I am still mulling over how to write this chapter. In the meantime, Professor Dan Simon at Cleveland State University has an accessible introduction here:\n",
[Table of Contents](http://nbviewer.ipython.org/github/rlabbe/Kalman-and-Bayesian-Filters-in-Python/blob/master/table_of_contents.ipynb)
[Table of Contents](http://nbviewer.ipython.org/github/rlabbe/Kalman-and-Bayesian-Filters-in-Python/blob/master/table_of_contents.ipynb)
%% Cell type:markdown id: tags:
%% Cell type:markdown id: tags:
# H Infinity filter
# H Infinity filter
%% Cell type:code id: tags:
%% Cell type:code id: tags:
``` python
``` python
#format the book
#format the book
%matplotlibinline
%matplotlibinline
from__future__importdivision,print_function
from__future__importdivision,print_function
frombook_formatimportload_style
frombook_formatimportload_style
load_style()
load_style()
```
```
%% Output
%% Output
<IPython.core.display.HTML object>
<IPython.core.display.HTML object>
%% Cell type:markdown id: tags:
%% Cell type:markdown id: tags:
I am still mulling over how to write this chapter. In the meantime, Professor Dan Simon at Clevant State University has an accessible introduction here:
I am still mulling over how to write this chapter. In the meantime, Professor Dan Simon at Cleveland State University has an accessible introduction here:
In one sentence the $H_\infty$ (H infinity) filter is like a Kalman filter, but it is robust in the face of non-Gaussian, non-predictable inputs.
In one sentence the $H_\infty$ (H infinity) filter is like a Kalman filter, but it is robust in the face of non-Gaussian, non-predictable inputs.
My FilterPy library contains an H-Infinity filter. I've pasted some test code below which implements the filter designed by Simon in the article above. Hope it helps.
My FilterPy library contains an H-Infinity filter. I've pasted some test code below which implements the filter designed by Simon in the article above. Hope it helps.