Weighted average extended FIR filter bank to manage the horizon size in nonlinear FIR filtering

Jung Min Pak, Seong Yong Yoo, Myo Taeg Lim, Moon Kyou Song

Research output: Contribution to journalArticle

10 Citations (Scopus)

Abstract

In this paper, we propose a novel approach to manage the horizon size in nonlinear finite impulse response (FIR) filtering. The proposed approach is to perform state estimation through a bank of FIR filters called a weighted average extended FIR filter bank (WAEFFB). In the WAEFFB, the state estimate is obtained by weighting the average of multiple estimates from a bank of extended FIR filters that uses different horizon sizes. The horizon sizes used for the WAEFFB are adjusted constantly by maximizing the likelihood function. We show through simulations that the WAEFFB yields better results than the conventional approach that uses a constant (i.e., fixed) horizon size.

Original languageEnglish
Pages (from-to)138-145
Number of pages8
JournalInternational Journal of Control, Automation and Systems
Volume13
Issue number1
DOIs
Publication statusPublished - 2014

Keywords

  • Finite impulse response (FIR) filter
  • nonlinear system
  • state estimation
  • weighted average extended FIR filter bank (WAEFFB)

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Computer Science Applications

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