Adaptive-Horizon Iterative UFIR Filtering Algorithm with Applications

Shunyi Zhao, Yuriy S. Shmaliy, Choon Ki Ahn, Fei Liu

Research output: Contribution to journalArticlepeer-review

31 Citations (Scopus)

Abstract

The unbiased finite impulse response (UFIR) filter has strong engineering features for industrial applications, because it does not require the noise statistics and initial values. This filter minimizes the mean square error (MSE) on the optimal horizon of Nopt points, and the determination of Nopt is an important issue. In this paper, a new strategy is proposed to adaptively estimate Nopt in real time. A concept of the maximum allowed horizon is introduced, referring to the fact that the current iteration with large horizon contains data from the previous iterations with small horizons. That allows selection of the target horizon in a single cycle of iterations and a design of the adaptive-horizon UFIR (AUFIR) filter. The proposed AUFIR filter is tested by a rotary pendulum system and a 3-degree-of-freedom (DOF) helicopter system. Higher accuracy and robustness of the AUFIR filter are demonstrated in a comparison with the Kalman filter (KF), adaptive KF, and UFIR filter.

Original languageEnglish
Pages (from-to)6393-6402
Number of pages10
JournalIEEE Transactions on Industrial Electronics
Volume65
Issue number8
DOIs
Publication statusPublished - 2018 Aug

Keywords

  • Kalman filter
  • mean square error (MSE)
  • optimal horizon
  • robustness
  • unbiased finite impulse response (UFIR) filter

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Electrical and Electronic Engineering

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