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

53 Citations (Scopus)


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
Publication statusPublished - 2014 Nov

Bibliographical note

Funding Information:
This work (NRF-2013R1A1A2008698) was supported by General Research Program through NRF grant funded by the Ministry of Education. This work was also financially supported in part by the Ministry of Trade, Industry & Energy (MOTIE) , Korea Institute for Advancement of Technology (KIAT) and Honam Institute for Regional Program Evaluation through the Leading Industry Development for Economic Region.


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

ASJC Scopus subject areas

  • Instrumentation
  • Electrical and Electronic Engineering


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