Ultimate iterative UFIR filtering algorithm

作者: Yuriy S. Shmaliy , Sanowar Khan , Shunyi Zhao

DOI: 10.1016/J.MEASUREMENT.2016.06.029

关键词:

摘要: Measurements are often provided in the presence of noise and uncertainties that require optimal filters to estimate processes with highest accuracy. The ultimate iterative unbiased finite impulse response (UFIR) filtering algorithm presented this paper is more robust real world than Kalman filter. It completely ignores statistics initial values while demonstrating better accuracy under mismodeling temporary lower sensitivity errors statistics.

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