A delayed estimation filter using finite observations on delay interval

Hyong Soon Kim, Pyung Soo Kim, Sang-Geun Lee

Research output: Contribution to journalArticle

1 Citation (Scopus)

Abstract

In this letter, a new estimation filtering is proposed when a delay between signal generation and signal estimation exists. The estimation filter is developed under a maximum likelihood criterion using only the finite observations on the delay interval. The proposed estimation filter is represented in both matrix form and iterative form. It is shown that the filtered estimate has good inherent properties such as time-invariance, unbiasedness and deadbeat. Via numerical simulations, the performance of the proposed estimation filtering is evaluated by the comparison with that of the existing fixed-lag smoothing, which shows that the proposed approach could be appropriate for fast estimation of signals that vary relatively quickly. Moreover, the on-line computational complexity of the proposed estimation filter is shown to be maintained at a lower level than the existing one.

Original languageEnglish
Pages (from-to)2257-2262
Number of pages6
JournalIEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
VolumeE91-A
Issue number8
DOIs
Publication statusPublished - 2008 Aug 1

Fingerprint

Filter
Interval
Filtering
Unbiasedness
Observation
Invariance
Maximum likelihood
Maximum Likelihood
Smoothing
Computational complexity
Computational Complexity
Vary
Numerical Simulation
Computer simulation
Estimate
Form

Keywords

  • Computational complexity
  • Delayed estimation
  • Fixed-lag smoothing
  • Kalman filtering

ASJC Scopus subject areas

  • Computer Graphics and Computer-Aided Design
  • Signal Processing
  • Electrical and Electronic Engineering
  • Applied Mathematics

Cite this

A delayed estimation filter using finite observations on delay interval. / Kim, Hyong Soon; Kim, Pyung Soo; Lee, Sang-Geun.

In: IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences, Vol. E91-A, No. 8, 01.08.2008, p. 2257-2262.

Research output: Contribution to journalArticle

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