Switching Extensible FIR Filter Bank for Adaptive Horizon State Estimation With Application

Jung Min Pak, Choon Ki Ahn, Yuriy S. Shmaliy, Peng Shi, Myo Taeg Lim

Research output: Contribution to journalArticlepeer-review

62 Citations (Scopus)


Horizon size is an important parameter that affects the estimation performance of finite impulse response (FIR) filters. In this brief, we propose a novel adaptive horizon approach that aims to adapt the horizon size at each time point. The approach suggests providing state estimation using a bank of FIR filters called the switching extensible FIR filter bank (SEFFB), which consists of several FIR filters operating using different horizon sizes. The horizon sizes and the number of FIR filters in the SEFFB are adapted to changes in system characteristics using maximum likelihood. The SEFFB is applied to target tracking using a ground moving target indicator. A significant performance improvement is demonstrated using the SEFFB in comparison with a single FIR filter using constant optimal horizon size.

Original languageEnglish
JournalIEEE Transactions on Control Systems Technology
Publication statusAccepted/In press - 2015 Sep 10

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Electrical and Electronic Engineering

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