|
For Full-Text PDF, please login, if you are a member of IEICE,
or go to Pay Per View on menu list, if you are a nonmember of IEICE.
|
Fast J-Unitary Array Form of the Hyper H∞ Filter
Kiyoshi NISHIYAMA
Publication
IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences
Vol.E88-A
No.11
pp.3143-3150 Publication Date: 2005/11/01 Online ISSN:
DOI: 10.1093/ietfec/e88-a.11.3143 Print ISSN: 0916-8508 Type of Manuscript: PAPER Category: Digital Signal Processing Keyword: H∞ filter, fast algorithm, J-unitary transformation, Kalman filter, system identification,
Full Text: PDF(408.6KB)>>
Summary:
In our previous work, the hyper H∞ filter is developed for tracking of unknown time-varying systems. Additionally, a fast algorithm, called the fast H∞ filter, of the hyper H∞ filter is derived on condition that the observation matrix has a shifting property. This algorithm has a computational complexity of O(N) where N is the dimension of the state vector. However, there still remains a possibility of deriving alternative forms of the hyper H∞ filter. In this work, a fast J-unitary form of the hyper H∞ filter is derived, providing a new H∞ fast algorithm, called the J-fast H∞ filter. The J-fast H∞ filter possesses a computational complexity of O(N), and the resulting algorithm is very amenable to parallel processing. The validity and performance of the derived algorithm are confirmed by computer simulations.
|
open access publishing via
|
|
|
|
|
|
|
|