Adaptive-Horizon Iterative UFIR Filtering Algorithm With Applications
Adaptive-Horizon Iterative UFIR Filtering Algorithm With Applications
复制标题
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
中科院分区:
文献类型:
--
作者:
Zhao Shunyi;Shmaliy Yuriy S;Ahn Choon Ki;Liu Fei
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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