Ultimate iterative UFIR filtering algorithm

Shmaliy, Y. S., Khan, S. & Zhao, S. (2016). Ultimate iterative UFIR filtering algorithm. Measurement, 92, pp. 236-242. doi: 10.1016/j.measurement.2016.06.029

[img] Text - Accepted Version
Restricted to Repository staff only until 15 June 2017.
Available under License : See the attached licence file.

Download (936kB) | Request a copy
[img]
Preview
Text (Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International Licence) - Other
Download (201kB) | Preview

Abstract

Measurements are often provided in the presence of noise and uncertainties that require optimal filters to estimate processes with highest accuracy. The ultimate iterative unbiased finite impulse response (UFIR) filtering algorithm presented in this paper is more robust in real world than the Kalman filter. It completely ignores the noise statistics and initial values while demonstrating better accuracy under the mismodeling and temporary uncertainties and lower sensitivity to errors in the noise statistics.

Item Type: Article
Additional Information: © 2016, Elsevier. Licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International http://creativecommons.org/licenses/by-nc-nd/4.0/
Uncontrolled Keywords: Unbiased FIR filter; Kalman filter; Noisy measurements; State estimation
Subjects: Q Science > QA Mathematics
Divisions: School of Engineering & Mathematical Sciences > Engineering
URI: http://openaccess.city.ac.uk/id/eprint/15831

Actions (login required)

View Item View Item

Downloads

Downloads per month over past year

View more statistics