Resumen de A computationally reduced version of the fast H∞ filter
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.
