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

39 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 Nov

Keywords

  • Finite impulse response filter
  • Horizon group shift
  • Nonlinear filter
  • State estimation

ASJC Scopus subject areas

  • Instrumentation
  • Electrical and Electronic Engineering

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