Adaptive-Horizon Iterative UFIR Filtering Algorithm with Applications

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

doi:10.1109/TIE.2017.2784405

Adaptive-Horizon Iterative UFIR Filtering Algorithm with Applications

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

Research output: Contribution to journal › Article › peer-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 N_opt points, and the determination of N_opt is an important issue. In this paper, a new strategy is proposed to adaptively estimate N_opt 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 language	English
Pages (from-to)	6393-6402
Number of pages	10
Journal	IEEE Transactions on Industrial Electronics
Volume	65
Issue number	8
DOIs	https://doi.org/10.1109/TIE.2017.2784405
Publication status	Published - 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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10.1109/TIE.2017.2784405

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title = "Adaptive-Horizon Iterative UFIR Filtering Algorithm with Applications",

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.",

keywords = "Kalman filter, mean square error (MSE), optimal horizon, robustness, unbiased finite impulse response (UFIR) filter",

author = "Shunyi Zhao and Shmaliy, {Yuriy S.} and Ahn, {Choon Ki} and Fei Liu",

note = "Funding Information: Manuscript received June 30, 2017; revised September 13, 2017; accepted October 19, 2017. Date of publication December 18, 2017; date of current version April 2, 2018. This work was supported in part by the National Natural Science Foundation of China under Grant 61603155, in part by the 111 project under Grant B12018, and in part by the National Research Foundation of Korea through the Ministry of Science, ICT and Future Planning under Grant NRF-2017R1A1A1A05001325. (Corresponding authors: Yuriy Shmaliy and Shunyi Zhao). Publisher Copyright: {\textcopyright} 1982-2012 IEEE.",

year = "2018",

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language = "English",

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N1 - Funding Information: Manuscript received June 30, 2017; revised September 13, 2017; accepted October 19, 2017. Date of publication December 18, 2017; date of current version April 2, 2018. This work was supported in part by the National Natural Science Foundation of China under Grant 61603155, in part by the 111 project under Grant B12018, and in part by the National Research Foundation of Korea through the Ministry of Science, ICT and Future Planning under Grant NRF-2017R1A1A1A05001325. (Corresponding authors: Yuriy Shmaliy and Shunyi Zhao). Publisher Copyright: © 1982-2012 IEEE.

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Adaptive-Horizon Iterative UFIR Filtering Algorithm with Applications

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Keywords

ASJC Scopus subject areas

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