Abstract
In this paper, we propose a novel approach to manage the horizon size in nonlinear finite impulse response (FIR) filtering. The proposed approach is to perform state estimation through a bank of FIR filters called a weighted average extended FIR filter bank (WAEFFB). In the WAEFFB, the state estimate is obtained by weighting the average of multiple estimates from a bank of extended FIR filters that uses different horizon sizes. The horizon sizes used for the WAEFFB are adjusted constantly by maximizing the likelihood function. We show through simulations that the WAEFFB yields better results than the conventional approach that uses a constant (i.e., fixed) horizon size.
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Jung Min Pak received his B.S. and M.S. degrees in Electrical Engineering from Korea University in Seoul, Korea, in 2006 and 2008, respectively. Since 2008, he has been a Ph.D. candidate in the School of Electrical Engineering at Korea University. His research interests include FIR filter, particle filter, finite memory control, vision-based robot control, and mobile robot localization.
Seong Yong Yoo received his B.S. degree in Electrical Engineering from Korea University in Seoul, Korea in 2014. Currently, he is working toward his Master’s degree in the School of Electrical Engineering at Korea University. His research interests include nonlinear state estimator and mobile robot localization
Myo Taeg Lim received his B.S. and M.S. degrees in Electrical Engineering from Korea University in Seoul, Korea, in 1985 and 1987, respectively. He also received his M.S. and Ph.D. degrees in Electrical Engineering from Rutgers University, U.S.A., in 1990 and 1994, respectively. Since 1996, he has been a Professor in the School of Electrical Engineering at Korea University. His research interests include optimal and robust control, vision based motion control, and autonomous mobile robots. He is the author or coauthor of more that 40 journal papers and two books (Optimal Control of Singularly Perturbed Linear Systems and Application: High-Accuracy Techniques, Control Engineering Series, Marcel Dekker, New York, 2001; Optimal Control: Weakly Coupled Systems and Applications, Automation and Control Engineering Series, CRC Press, New York, 2009). He is a member of ICROS, KIEE, and IEEE.
Moon Kyou Song received his B.S., M.S. and Ph.D. degrees in Electronics Engineering from Korea University in Seoul, Korea, in 1998, 1990, and 1994, respectively. Since 1994, he has been a Professor in the Department of Electronics Convergence Engineering at Wonkwang University in Jeonbuk, Korea. He was an Invited Researcher with the Electronic Telecommunications Research Institute (ETRI), Daejeon, Korea, from 1997 to 1998 and 2000 to 2001. He was a Visiting professor with University of Victoria, BC, Canada, during 1999–2000 and Stanford University, CA, USA, during 2006–2007. His research interests include signal processing and communications. He is a senior member of IEEE.
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Pak, J.M., Yoo, S.Y., Lim, M.T. et al. Weighted average extended FIR filter bank to manage the horizon size in nonlinear FIR filtering. Int. J. Control Autom. Syst. 13, 138–145 (2015). https://doi.org/10.1007/s12555-014-0257-3
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DOI: https://doi.org/10.1007/s12555-014-0257-3