Design of suboptimal adaptive filter for stochastic systems

Jun Il Ahn; Vladimir Shin

doi:10.1117/12.664377

20 February 2006 Design of suboptimal adaptive filter for stochastic systems

Jun Il Ahn, Vladimir Shin

Proceedings Volume 6041, ICMIT 2005: Information Systems and Signal Processing; 60412I (2006) https://doi.org/10.1117/12.664377
Event: ICMIT 2005: Merchatronics, MEMS, and Smart Materials, 2005, Chongqing, China

Abstract

In this paper, the problem of estimating the system state in for linear discrete-time systems with uncertainties is considered. In [1], [2], we have proposed the fusion formula (FF) for an arbitrary number of correlated and uncorrelated estimates. The FF is applied to detection and filtering problem. The new suboptimal adaptive filter with parallel structure is herein proposed. In consequence of parallel structure of the proposed filter, parallel computers can be used for their design. A lower computational complexity and lower memory demand are achieved with the proposed filter than in the optimal adaptive Lainiotis-Kalman filter. Example demonstrates the accuracy of the new filter.

Citation Download Citation

Jun Il Ahn and Vladimir Shin "Design of suboptimal adaptive filter for stochastic systems", Proc. SPIE 6041, ICMIT 2005: Information Systems and Signal Processing, 60412I (20 February 2006); https://doi.org/10.1117/12.664377

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