Abstract
Most existing finite impulse response (FIR) filters are restricted to models without delays. This paper proposes an continuous-time optimal unbiased FIR filter for input-delayed systems (CTOUFFID). A new integral transformation relation was introduced to derive the FIR filter. By applying this relation, the CTOUFFID problem is represented as an optimal control problem with zero terminal state. The filter gain function is obtained by solving two coupled matrix differential equations using initial conditions. The paper also offers discussion on the horizon size and a few special cases. The main benefit of the proposed solution is that it provides the maximum likelihood estimate with no requirements for the initial values. Finally, an application with the (Formula presented.) -404 turbofan engine model is presented to demonstrate the highly robust nature of the proposed FIR filer against incomplete noise information and unspecified model uncertainties.
| Original language | English |
|---|---|
| Pages (from-to) | 1027-1042 |
| Number of pages | 16 |
| Journal | International Journal of Robust and Nonlinear Control |
| Volume | 33 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - 2023 Jan 25 |
Bibliographical note
Funding Information:National Research Foundation of Korea (NRF) funded by the Korean Government (MSIT), Grant/Award Number: 2020R1F1A1072428; 2020R1A2C1005449 Funding information
Publisher Copyright:
© 2022 John Wiley & Sons Ltd.
Keywords
- continuous time
- input delay
- integral transformation
- optimal unbiased FIR filter
ASJC Scopus subject areas
- Control and Systems Engineering
- Chemical Engineering(all)
- Biomedical Engineering
- Aerospace Engineering
- Mechanical Engineering
- Industrial and Manufacturing Engineering
- Electrical and Electronic Engineering