A delayed estimation filter using finite observations on delay interval
- Authors
- Kim, HyongSoon; Kim, PyungSoo; Lee, SangKeun
- Issue Date
- 8월-2008
- Publisher
- IEICE-INST ELECTRONICS INFORMATION COMMUNICATIONS ENG
- Keywords
- delayed estimation; fixed-lag smoothing; Kalman filtering; computational complexity
- Citation
- IEICE TRANSACTIONS ON FUNDAMENTALS OF ELECTRONICS COMMUNICATIONS AND COMPUTER SCIENCES, v.E91A, no.8, pp.2257 - 2262
- Indexed
- SCIE
SCOPUS
- Journal Title
- IEICE TRANSACTIONS ON FUNDAMENTALS OF ELECTRONICS COMMUNICATIONS AND COMPUTER SCIENCES
- Volume
- E91A
- Number
- 8
- Start Page
- 2257
- End Page
- 2262
- URI
- https://scholar.korea.ac.kr/handle/2021.sw.korea/122907
- DOI
- 10.1093/ietfec/e91-a.8.2257
- ISSN
- 0916-8508
- Abstract
- In this letter, a new estimation filtering is proposed when a delay between signal generation and signal estimation exists. The estimation filter is developed under a maximum likelihood criterion using only the finite observations on the delay interval. The proposed estimation filter is represented in both matrix form and iterative form. It is shown that the filtered estimate has good inherent properties such as time-invariance, unbiasedness and deadbeat. Via numerical simulations, the performance of the proposed estimation filtering is evaluated by the comparison with that of the existing fixed-lag smoothing, which shows that the proposed approach could be appropriate for fast estimation of signals that vary relatively quickly. Moreover, the on-line computational complexity of the proposed estimation filter is shown to be maintained at a lower level than the existing one.
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Collections - Graduate School > Department of Artificial Intelligence > 1. Journal Articles
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