Adaptive-Horizon Iterative UFIR Filtering Algorithm With Applications

Adaptive-Horizon Iterative UFIR Filtering Algorithm With Applications
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自适应水平迭代 UFIR 滤波算法及其应用

DOI:
10.1109/tie.2017.2784405
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发表时间:
2018-08
影响因子:
7.7
通讯作者:
Liu Fei
Liu Fei
中科院分区:
计算机科学1区
文献类型:
--
作者:
Zhao Shunyi;Shmaliy Yuriy S;Ahn Choon Ki;Liu Fei

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无偏有限冲激响应(UFIR)滤波器不需要噪声统计量和初始值,具有很强的工程应用特性。该过滤器使行内公式notation=“LaTeX”>$N_\mathrm{opt}$</tex-math></inline-formula>点的最优水平上的均方误差最小化,并且行内公式notation=“LaTeX”>$N_\mathrm{opt}$</tex-math>/行内公式点的确定是一个重要问题。本文提出了一种自适应实时估计<内联公式<<tex数学notation=“LaTeX”>$N_\mathrm{opt}$</tex-math></inline-formula>的策略。引入了最大允许层位的概念,指的是大层位的当前迭代包含小层位的前几次迭代的数据。这允许在单个迭代周期中选择目标地平线和设计自适应地平线UFIR(AUFIR)滤波器。利用旋转摆系统和三自由度直升机系统对所提出的AUFIR滤波器进行了测试。通过与卡尔曼滤波(KF)、自适应KF和UFIR滤波的比较,证明了AUFIR滤波具有更高的精度和鲁棒性。
The unbiased finite impulse response (UFIR) filter has strong engineering features for industrial applications, because it does not require the noise statistics and initial values. This filter minimizes the mean square error (MSE) on the optimal horizon of <inline-formula><tex-math notation="LaTeX">$N_\mathrm{opt}$</tex-math></inline-formula> points, and the determination of <inline-formula><tex-math notation="LaTeX">$N_\mathrm{opt}$</tex-math> </inline-formula> is an important issue. In this paper, a new strategy is proposed to adaptively estimate <inline-formula><tex-math notation="LaTeX">$N_\mathrm{opt}$</tex-math></inline-formula> in real time. A concept of the maximum allowed horizon is introduced, referring to the fact that the current iteration with large horizon contains data from the previous iterations with small horizons. That allows selection of the target horizon in a single cycle of iterations and a design of the adaptive-horizon UFIR (AUFIR) filter. The proposed AUFIR filter is tested by a rotary pendulum system and a 3-degree-of-freedom (DOF) helicopter system. Higher accuracy and robustness of the AUFIR filter are demonstrated in a comparison with the Kalman filter (KF), adaptive KF, and UFIR filter.
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