DocumentCode :
650027
Title :
Iterative algorithms for unbiased FIR state estimation in discrete time
Author :
Shmaliy, Yuriy S. ; Simon, D.
Author_Institution :
Dept. of Electron. Eng., Univ. de Guanajuato, Salamanca, Mexico
fYear :
2013
fDate :
Sept. 30 2013-Oct. 4 2013
Firstpage :
48
Lastpage :
51
Abstract :
Various iterative unbiased finite impulse response (UFIR) algorithms are discussed for filtering, smoothing, and prediction of discrete-time state-space models in white Gaussian noise. The distinctive property of UFIR algorithms is that noise statistics are completely ignored. Instead, an optimal window size is required for optimal performance. Under real-world operating conditions with uncertainties, non-Gaussian noise, and unknown noise statistics, the UFIR estimator generally demonstrates better robustness than the Kalman filter, even with suboptimal window size.
Keywords :
FIR filters; Gaussian noise; iterative methods; smoothing methods; state estimation; state-space methods; white noise; Kalman; UFIR algorithm; UFIR estimator; discrete time; discrete-time state-space model; filtering; iterative algorithm; iterative unbiased finite impulse response algorithm; nonGaussian noise; optimal performance; optimal window size; robustness; smoothing; unbiased FIR state estimation; unknown noise statistics; white Gaussian noise;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Electrical Engineering, Computing Science and Automatic Control (CCE), 2013 10th International Conference on
Conference_Location :
Mexico City
Print_ISBN :
978-1-4799-1460-9
Type :
conf
DOI :
10.1109/ICEEE.2013.6676058
Filename :
6676058
Link To Document :
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