• Title/Summary/Keyword: Recursive form of FIR filter(RFIR)

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Two-Stage Estimator Design Using Stable Recursive FIR Filter and Smoother

  • Kim, Jong-Ju;Kim, Jae-Hun;Lyou, Joon
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.2532-2537
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    • 2005
  • FIR(Finite Impulse Response) filter is well known to be ideal for the finite time state-space model, but it requires much computation due to its inherent non-recursive structure especially when the measurement interval grows to a large extent. And often a fixed-lag smoother based on the finite time interval is needed to monitor the soundness of the system model and the measurement model, but the computation burden of FIR-type smoother imposes much restriction of its usage for real-time application. Conventional recursive forms of FIR estimator[1]-[4] could not be used for real time applications, since they are numerically unstable in their recursive equations. To cope with this problem, we suggest a stable recursive form FIR estimator(SRFIR) and its usefulness is demonstrated for designing the real-time fixed-lag smoother on the finite time window through an example of detection of rate bias in the anti-aircraft gun fire control system.

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