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An Extended Finite Impulse Response Filter for Discrete-time Nonlinear Systems

이산 비선형 시스템에 대한 확장 유한 임펄스 응답 필터

  • Han, Sekyung (Department of Electronics & Control Engineering, Hanbat National University) ;
  • Kwon, Bo-Kyu (Department of Control & Instrumentation Engineering, Kangwon National University) ;
  • Han, Soohee (Department of Creative IT Engineering, Pohang University of Science & Technology(POSTECH))
  • 한세경 (한밭대학교 전자제어공학과) ;
  • 권보규 (강원대학교 제어계측공학과) ;
  • 한수희 (포항공과대학교 창의IT융합공학과)
  • Received : 2014.10.07
  • Accepted : 2014.11.27
  • Published : 2015.01.01

Abstract

In this paper, a finite impulse response (FIR) filter is proposed for discrete-time nonlinear systems. The proposed filter is designed by combining the estimate of the perturbation state and nominal state. The perturbation state is estimated by adapting the optimal time-varying FIR filter for the linearized perturbation model and the nominal state is directly obtained from the nonlinear nominal trajectory model. Since the FIR structured estimators use the finite horizon information on the most recent time interval, the proposed extended FIR filter satisfies the bounded input/bounded output (BIBO) stability, which can't be obtained from infinite impulse response (IIR) estimators. Thus, it can be expected that the proposed extended FIR filter is more robust than IIR structured estimators such as an extended Kalman filter for the round-of errors and the uncertainties from unknown initial states and uncertain system model parameters. The simulation results show that the proposed filter has better performance than the extended Kalman filter (EKF) in both robustness and fast convergency.

Keywords

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Cited by

  1. A Finite Impulse Response Fixed-lag Smoother for Discrete-time Nonlinear Systems vol.21, pp.9, 2015, https://doi.org/10.5302/J.ICROS.2015.15.0060