Unbiased FIR Filtering for Time-Stamped Discretely Delayed and Missing Data
- Authors
- Uribe-Murcia, Karen J.; Shmaliy, Yuriy S.; Ahn, Choon Ki; Zhao, Shunyi
- Issue Date
- 5월-2020
- Publisher
- IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
- Keywords
- Delayed data; H-infinity filter; Kalman filter (KF); robustness; unbiased finite impulse response (FIR) filter
- Citation
- IEEE TRANSACTIONS ON AUTOMATIC CONTROL, v.65, no.5, pp.2155 - 2162
- Indexed
- SCIE
SCOPUS
- Journal Title
- IEEE TRANSACTIONS ON AUTOMATIC CONTROL
- Volume
- 65
- Number
- 5
- Start Page
- 2155
- End Page
- 2162
- URI
- https://scholar.korea.ac.kr/handle/2021.sw.korea/56236
- DOI
- 10.1109/TAC.2019.2937850
- ISSN
- 0018-9286
- Abstract
- The unbiased finite impulse response (UFIR) filtering approach is developed for discrete-time state-space models with time-stamped discretely delayed and missing data. The model with $k$-step-lags in observations is transformed to have no latency and expanded on a finite horizon of $N$ most recent data points. It is shown that the optimal horizon for the UFIR filter is practically $k$-invariant, unlike the tuning factor of the $H_\infty$ filter. Higher robustness of the UFIR filter against the Kalman and $H_\infty$ filters is justified theoretically in uncertain environments with discretely delayed and missing data. Experimental verification is provided based on GPS-based tracking of a moving vehicle to demonstrate a good agreement with the theory.
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