Horizon group shift FIR filter: Alternative nonlinear filter using finite recent measurements

Jung Min Pak, Choon Ki Ahn, Myo Taeg Lim, Moon Kyou Song

Research output: Contribution to journalArticlepeer-review

35 Citations (Scopus)

Abstract

In finite impulse response (FIR) filtering using finite recent measurements, horizon size (window length) is an important parameter that influences estimation performance. In this paper, to improve the estimation performance of a nonlinear FIR filter, we propose an alternative nonlinear FIR filter called horizon group shift (HGS) FIR filter and adopt a novel method to manage horizon size. The HGS-FIR filter adjusts horizon size based on the likelihood of observation and achieves a significant performance improvement. We verified that the HGS-FIR filter exhibits excellent performance, exceeding that of existing nonlinear filters, including the extended Kalman filter, unscented Kalman filter, and particle filter.

Original languageEnglish
Pages (from-to)33-45
Number of pages13
JournalMeasurement: Journal of the International Measurement Confederation
Volume57
DOIs
Publication statusPublished - 2014 Jan 1

ASJC Scopus subject areas

  • Condensed Matter Physics
  • Applied Mathematics

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