• Journal of Institute of Control, Robotics and Systems
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• v.20 no.1
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• pp.1-5
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• 2014

In this paper, we propose an optimal fixed-lag FIR (Finite-Impulse-Response) smoother for a class of discrete time-varying state-space signal models. The proposed fixed-lag FIR smoother is linear with respect to inputs and outputs on the recent finite horizon and estimates the delayed state so that the variance of the estimation error is minimized with the unbiased constraint. Since the proposed smoother is derived with system inputs, it can be adapted to feedback control system. Additionally, the proposed smoother can give more general solution than the optimal FIR filter, because it reduced to the optimal FIR filter by setting the fixed-lag size as zero. A numerical example is presented to illustrate the performance of the proposed smoother by comparing with an optimal FIR filter and a conventional fixed-lag Kalman smoother.

• Journal of Institute of Control, Robotics and Systems
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• v.21 no.9
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• pp.807-810
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• 2015

In this paper, a finite impulse response(FIR) fixed-lag smoother is proposed for discrete-time nonlinear systems. If the actual state trajectory is sufficiently close to the nominal state trajectory, the nonlinear system model can be divided into two parts: The error-state model and the nominal model. The error state can be estimated by adapting the optimal time-varying FIR smoother to the error-state model, and the nominal state can be obtained directly from the nominal trajectory model. Moreover, in order to obtain more robust estimates, the linearization errors are considered as a linear function of the estimation errors. Since the proposed estimator has an FIR structure, the proposed smoother can be expected to have better estimation performance than the IIR-structured estimators in terms of robustness and fast convergence. Additionally the proposed method can give a more general solution than the optimal FIR filtering approach, since the optimal FIR smoother is reduced to the optimal FIR filter by setting the fixed-lag size as zero. To illustrate the performance of the proposed method, simulation results are presented by comparing the method with an optimal FIR filtering approach and linearized Kalman filter.

• 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.

• Journal of Electrical Engineering and Technology
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• v.12 no.1
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• pp.378-384
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• 2017

In this paper, an efficient short-time Fourier analysis method for the quasi-periodic signals is proposed via an optimal fixed-lag finite impulse response (FIR) smoother approach using a receding horizon scheme. In order to deal with time-varying Fourier coefficients (FCs) of quasi-periodic signals, a state space model including FCs as state variables is augmented with the variants of FCs. Through an optimal fixed-lag FIR smoother, FCs and their increments are estimated simultaneously and combined to produce final estimates. A lag size of the optimal fixed-lag FIR smoother is chosen to minimize the estimation error. Since the proposed estimation scheme carries out the correction process with the estimated variants of FCs, it is highly probable that the smaller estimation error is achieved compared with existing approaches not making use of such a process. It is shown through numerical simulation that the proposed scheme has better tracking ability for estimating time-varying FCs compared with existing ones.

• Proceedings of the KIEE Conference
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• 2007.04a
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• pp.95-97
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• 2007

In this paper, we propose the optimal lag size which is optimize the performance of the fixed-lag minimum variance FIR smoother. Since the performance of estimation is represented with two Riccati equation and the nonlinear equation of lag size, it is difficult to obtain the optimal lag size. Therefore, we consider the optimal lag size for the scalar system and the numerical example is provided to demonstrate the proposed algorithm.

• Transactions on Control, Automation and Systems Engineering
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• v.4 no.4
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• pp.305-310
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• 2002

The measured rate of the tracking sensor becomes biased under some operational situation. For a highly maneuverable aircraft in 3D space, the target dynamics changes from time to time, and the Kalman filter using position measurement only can not be used effectively to reject the rate measurement bias error. To cope with this problem, we present a new algorithm which incorporate FIR-type filter and FIR-type fixed-lag smoother, and demonstrate that it has the optimal performance in terms of both estimation accuracy and response time through an application example to the anti-aircraft gun fire control system(AAGFCS).

• 제어로봇시스템학회:학술대회논문집
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• 2005.06a
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• pp.2516-2520
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• 2005

In this paper, finite impulse response (FIR) smoothers are proposed for discrete-time systems. The proposed FIR smoother is designed under the constraints of linearity, unbiasedness, FIR structure, and independence of the initial state information. It is also obtained by directly minimizing the performance criterion with unbiased constraints. The approach to the MVF smoother proposed in this paper is logical and systematic, while existing results have heuristic assumption, such as infinite covariance of the initial state. Additionally, the proposed MVF smoother is based on the general system model that may have the singular system matrix and has both system and measurement noises. Thorough simulation studies, it is shown that the proposed MVF smoother is more robust against modeling uncertainties numerical errors than fixed-lag Kalman smoother which is infinite impulse response (IIR) type estimator.

• Journal of the Korea Institute of Military Science and Technology
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• v.3 no.2
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• pp.121-130
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• 2000

A practical method is proposed to improve hit probability of the digital gun fire control system, when the measured rate of the tracking sensor becomes biased under some operational situation. For ground moving target it is shown that the well-known Kalman filter which uses position measurement only can be optimally used to eliminate the rate bias error. On the other hand, for 3D moving aircraft we present a new algorithm which incorporate FIR-type filter, which uses position and rate measurement at the same time, and the fixed-lag smoother using position measurement only, and show that it has the optimal performance in terms of both estimation accuracy and response time.