2014
DOI: 10.1007/s12555-014-0257-3
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Weighted average extended FIR filter bank to manage the horizon size in nonlinear FIR filtering

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 lik… Show more

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Cited by 15 publications
(6 citation statements)
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“…The filter size used for this approach is selected to maximize the likelihood function. The simulations of this approach gives good results compared with the conventional approach [24].…”
Section: Related Workmentioning
confidence: 88%
“…The filter size used for this approach is selected to maximize the likelihood function. The simulations of this approach gives good results compared with the conventional approach [24].…”
Section: Related Workmentioning
confidence: 88%
“…The estimation error covariance of the MVFF was computed in [12]. Readers can find the detailed derivation of the MVFF in [14], [22], [23].…”
Section: Hybrid Pda/fir Filtermentioning
confidence: 99%
“…These could originate the divergence problem in the Kalman filter [1][2][3]. In order to prevent divergence problems, finite impulse response (FIR) filters have been used as an alternative to the Kalman filter [4][5][6][7][8][9][10][11][12][13][14][15][16][17][18][19][20]. Since FIR filters estimate the states by using finite measurements on the most recent time interval, these filters are known to be more robust against modeling uncertainties and numerical errors that cause of divergence problem in Kalman filter.…”
Section: Introductionmentioning
confidence: 99%