Title :

FIR Filters for Linear Continuous-Time State–Space Systems
Author :
Ahn, Choon Ki ; Han, Soohee ; Kwon, Wook Hyun
Author_Institution :
Sch. of Electr. Eng. & Comput. Sci., Seoul Nat. Univ.
Abstract :
In this letter, we propose a new Hscrinfin filter (HF) with a finite impulse response (FIR) structure for linear continuous-time state-space systems. This filter is called the Hscr infin FIR filter (HFF). The upper bound for an Hscrinfin performance criterion is derived and then minimized among the filters with linearity, FIR structure, and quasideadbeat property. The HFF is obtained by solving the differential Riccati equation. We show through simulations that the HFF is more robust against temporary uncertainties and is faster in convergence than a conventional HF
Keywords :
FIR filters; Riccati equations; differential equations; state-space methods; HinfinFIR filter; differential Riccati equation; finite impulse response; linear continuous-time state-space system; quasideadbeat property; Convergence; Differential equations; Finite impulse response filter; Hafnium; Linearity; Nonlinear filters; Riccati equations; Robustness; Uncertainty; Upper bound; Finite impulse response (FIR) structure; quasideadbeat property; state estimation;
Journal_Title :
Signal Processing Letters, IEEE
DOI :
10.1109/LSP.2006.874448