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Unbiased FIR Filtering with Incomplete Measurement Information

Authors
Ryu, Dong KiLee, Chang JooPark, Sang KyooLim, Myo Taeg
Issue Date
2월-2020
Publisher
INST CONTROL ROBOTICS & SYSTEMS, KOREAN INST ELECTRICAL ENGINEERS
Keywords
Bernoulli random process; finite impulse response filter; incomplete measurement information; missing horizon; unbiased filtering
Citation
INTERNATIONAL JOURNAL OF CONTROL AUTOMATION AND SYSTEMS, v.18, no.2, pp.330 - 338
Indexed
SCIE
SCOPUS
KCI
Journal Title
INTERNATIONAL JOURNAL OF CONTROL AUTOMATION AND SYSTEMS
Volume
18
Number
2
Start Page
330
End Page
338
URI
https://scholar.korea.ac.kr/handle/2021.sw.korea/57924
DOI
10.1007/s12555-018-0316-2
ISSN
1598-6446
Abstract
This paper proposes an unbiased filter with finite impulse response (FIR) structure for linear discrete time systems in state space form with incomplete measurement information. The measurements are transmitted from the plant to the FIR filter imperfectly due to random packet loss or sensor faults. The Bernoulli random process is used to describe the missing measurement details, and the missing data is replaced with recently transmitted data on the missing horizon. The missing horizon can hold the assumption for finite measurement of the FIR filter. Two examples are provided to demonstrate the proposed unbiased FIR (UFIR) filter robustness against temporary model uncertainty and consecutive missing measurement data compared with existing filters considering missing measurement.
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