Optimal estimation of hybrid models in state-space with FIR structures

Author

Shmaliy, Yuriy S. ; Ibarra-Manzano, Oscar

Author_Institution

Electron. Dept., Guanajuato Univ., Salamanca, Mexico

fYear

2012

fDate

25-30 March 2012

Firstpage

3965

Lastpage

3968

Abstract

An optimal finite impulse response (FIR) estimator is adapted for discrete filtering, smoothing, and prediction of hybrid (continuous/discrete) models over N nearest past measurement points. Its unbiased FIR (UFIR) version ignoring noise and initial errors is also discussed for near optimal estimation when N >;>; 1. The UFIR estimator is represented with an iterative Kalman-like algorithm efficient for highly oversampled data. An example of applications is given for the Global Positioning System-based measurement of time errors in a crystal clock.

Keywords

FIR filters; Kalman filters; iterative methods; Global Positioning System-based measurement; UFIR version; crystal clock; discrete filtering; hybrid model optimal estimation; iterative Kalman-like algorithm; measurement points; optimal FIR estimator; optimal finite impulse response estimator; time errors; unbiased FIR version; Clocks; Finite impulse response filter; Kalman filters; Noise; Robustness; State-space methods; Hybrid state-space model; iterative UFIR algorithm; optimal FIR estimator;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech and Signal Processing (ICASSP), 2012 IEEE International Conference on

Conference_Location

Kyoto

ISSN

1520-6149

Print_ISBN

978-1-4673-0045-2

Electronic_ISBN

1520-6149

Type

conf

DOI

10.1109/ICASSP.2012.6288786

Filename

6288786