Embedded Unbiasedness: Effect on Optimal FIR Filtering Estimates-Reference-Cited by-同舟云学术

Embedded Unbiasedness: Effect on Optimal FIR Filtering Estimates

Published:2021-08-16 Issue: Volume:1 Page:55-61
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Container-title:EQUATIONS
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Author:

Zhao Snunyi¹,Shmaliy Yuriy²,Khan Sanowar³

Affiliation:

1. Jiangnan University Institute of Automation 214122, Wuxi P.R.CHINA

2. Universidad de Guanajuato Electronics Engineering Dept. 36885, Salamanca MEXICO

3. City University London Electronics Engineering Dept. EC1V 0HB, London UK

Abstract

In this paper, we give an analysis of the embedded unbiasedness (EU) on optimal finite impulse response (OFIR) estimates. By minimizing the mean square error (MSE) constrained by the unbiasedness condition, a new OFIR-EU filter is derived. We show that the OFIR-EU filter does not require the initial conditions, and occupies an intermediate place between the UFIR and OFIR filters. It is also shown that the MSEs of the OFIR-EU and OFIR filters diminish with the estimation horizon. A numerical example has demonstrated that the OFIR-UE filter has better robustness against temporary model uncertainties than the OFIR and Kalman filters.

Publisher

World Scientific and Engineering Academy and Society (WSEAS)

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