Abstract
Robust adaptive filtering ensures the minimization of the transfer function from the disturbance to the estimation error and thus, guarantees the robustness against the worst-case disturbance in the system. However, a more general approach will be given in this paper by employing frequency weighting, which offers flexibility in determining robustness sensitivity in certain frequency of interest. Using the projection in Krein space, we developed a weighted recursive H∞ filtering that computes the stationary point of certain weighted quadratic form corresponding to an H∞ norm of a transfer operator T(F). The solution is applied to the active noise cancellation problem, where it is used in ensuring the control signal to be inside the nominal frequency range of the actuators, and avoiding the non-linearity effect caused by saturation. Experimental result shows the advantage of this weighted form. The proposed algorithm offers an alternative means in dealing with wideband noise and actuator non-linearity.
