A computationally reduced version of the fast H∞ filter

• Autores: Kiyoshi Nishiyama
• Localización: Automatica: A journal of IFAC the International Federation of Automatic Control, ISSN 0005-1098, Vol. 92, 2018, págs. 249-253
• Idioma: inglés
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• Resumen

  • The fast filter is designed to overcome the performance limitations of the fast Kalman filter and the fast transversal filter used for system identification; however, its computational complexity exceeds , the complexity of the original fast transversal filter. In this work, a computationally reduced version of the fast filter is derived as an a posteriori error formulation of the fast filter using a conversion factor. The conversion factor-based fast filter provides the same performance as the fast filter at the expense of a computational cost comparable to that of the fast transversal filter.