A receding horizon Kalman FIR filter for discrete time-invariant systems
A receding horizon Kalman FIR filter for discrete time-invariant systems
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DOI：
10.1109/9.788554
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发表时间：
1999-09
期刊：
影响因子：
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通讯作者：
W. Kwon;P. Kim;P. Park
中科院分区：
文献类型：
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作者：
W. Kwon;P. Kim;P. Park
在时域初始状态未知的情况下，将卡尔曼滤波和滚动时域策略相结合，提出了一种滚动时域卡尔曼FIR滤波器。所建议的滤波器是FIR滤波器形式，具有许多良好的固有特性。它总是可以被定义，而不考虑由关于视界初始状态的未知信息引起的奇异性问题。建议的滤波器可以表示为迭代形式或标准FIR形式。文中还证明了该滤波器具有无偏性和显著的无差拍特性，与任何时域初始条件无关。数值例子说明了该滤波器的有效性。
A receding horizon Kalman FIR filter is presented that combines the Kalman filter and the receding horizon strategy when the horizon initial state is assumed to be unknown. The suggested filter is a FIR filter form which has many good inherent properties. It can always be defined irrespective of singularity problems caused by unknown information about the horizon initial state. The suggested filter can be represented in either an iterative form or a standard FIR form. It is also shown that the suggested filter possesses the unbiasedness property and the remarkable deadbeat property irrespective of any horizon initial condition. The validity of the suggested filter is illustrated by numerical examples.