Horizon group shift FIR filter: Alternative nonlinear filter using finite recent measurements

Jung Min Pak; Choon Ki Ahn; Myo Taeg Lim; Moon Kyou Song

doi:10.1016/j.measurement.2014.07.007

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 journal › Article › peer-review

52 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 language	English
Pages (from-to)	33-45
Number of pages	13
Journal	Measurement: Journal of the International Measurement Confederation
Volume	57
DOIs	https://doi.org/10.1016/j.measurement.2014.07.007
Publication status	Published - 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.

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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10.1016/j.measurement.2014.07.007

Cite this

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title = "Horizon group shift FIR filter: Alternative nonlinear filter using finite recent measurements",

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.",

keywords = "Finite impulse response filter, Horizon group shift, Nonlinear filter, State estimation",

author = "Pak, {Jung Min} and Ahn, {Choon Ki} and Lim, {Myo Taeg} and Song, {Moon Kyou}",

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.",

year = "2014",

month = nov,

doi = "10.1016/j.measurement.2014.07.007",

language = "English",

volume = "57",

pages = "33--45",

journal = "Measurement: Journal of the International Measurement Confederation",

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T1 - Horizon group shift FIR filter

T2 - Alternative nonlinear filter using finite recent measurements

AU - Pak, Jung Min

AU - Ahn, Choon Ki

AU - Lim, Myo Taeg

AU - Song, Moon Kyou

N1 - 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.

PY - 2014/11

Y1 - 2014/11

N2 - 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.

AB - 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.

KW - Finite impulse response filter

KW - Horizon group shift

KW - Nonlinear filter

KW - State estimation

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DO - 10.1016/j.measurement.2014.07.007

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VL - 57

SP - 33

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JO - Measurement: Journal of the International Measurement Confederation

JF - Measurement: Journal of the International Measurement Confederation

ER -

Horizon group shift FIR filter: Alternative nonlinear filter using finite recent measurements

Abstract

Bibliographical note

Keywords

ASJC Scopus subject areas

Access to Document

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