• Communications for Statistical Applications and Methods
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• v.30 no.2
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• pp.149-162
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• 2023

The ℓ₁-trend filtering method is one of the most widely used methods for extracting underlying trends from noisy observations. Contrary to the Hodrick-Prescott filtering, the ℓ₁-trend filtering gives piecewise linear trends. One of the advantages of the ℓ₁-trend filtering is that it can be used for identifying change points in piecewise linear trends. However, since the ℓ₁-trend filtering employs total variation as a penalty term, estimated piecewise linear trends tend to be biased. In this study, we demonstrate the biasedness of the ℓ₁-trend filtering in trend level estimation and propose a two-stage bias-reduction procedure. The newly suggested estimator is based on the estimated change points of the ℓ₁-trend filtering. Numerical examples illustrate that the proposed method yields less biased estimates for piecewise linear trends.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.28 no.5C
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• pp.461-467
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• 2003

We propose an efficient method for separable symmetric linear filtering in the DCT domain. First, separable 2-D linear filtering is decomposed into the cascade of 1-D filtering in the DCT domain. We investigate special characteristics of DCT domain filtering matrices when the filter coefficients are symmetric. Then we present the DCT domain 2-D filtering method using these characteristics. The proposed method requires smaller number of multiplications including typical sparseness of DCT coefficients compared to previous DCT domain linear filtering methods. Also, the proposed method is composed of simple and regular operations, which would be appropriate for efficient VLSI implementation.

• International Journal of Control, Automation, and Systems
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• v.4 no.4
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• pp.456-465
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• 2006

The problem of recursive filtering far linear discrete-time systems with uncertainties is considered. A new suboptimal filtering algorithm is herein proposed. It is based on the fusion formula, which represents an optimal mean-square linear combination of local Kalman estimates with weights depending on cross-covariances between local filtering errors. In contrast to the optimal weights, the suboptimal weights do not depend on current measurements, and thus the proposed algorithm can easily be implemented in real-time. High accuracy and efficiency of the suboptimal filtering algorithm are demonstrated on the following examples: damper harmonic oscillator motion and vehicle motion constrained to a plane.

• 제어로봇시스템학회:학술대회논문집
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• 1994.10a
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• pp.742-745
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• 1994

In this paper we show the performance of neural Chandrasekhar filtering which is a special case for the new method of neural filtering using the artificial neural network systems developed recently for the filtering problems of linear and nonlinear, stationary and nonstationary stochastic signals. The neurofilter developed has either the finite impulse response(FIR) structure or the infinite impulse response(IIR) structure. The neurofilter differs from the conventional linear digital FIR and IIR filters because the artificial neural network system used in the neurofilter has nonlinear structure due to the sigmoid function. Numerical studies for the estimation of a second order Butterworth process are performed by changing the structures of the neurofilter in order to evaluate the performance indices under the changes of the output noises or disturbances. In the numerical studies both Chandrasekhar filtering estimates and true signals are used as the training signals for the neurofilter. The results obtained from the studies verified the capabilities which are essentially necessary for on-line filtering of various stochastic signals.

• 전자공학회논문지 IE
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• v.49 no.1
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• pp.24-29
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• 2012

In this paper, we propose a progressive filter for impulse noise reduction. The proposed method uses non-linear filter and linear filter progressively. Non-linear filter reduces abrupt noise pattern. Also, linear filter adjusts filtering direction according to an edge in the image which is filtered by non-linear filter. Thus, our proposed method not only preserves edge, but also reduces noise in uniform region. Experimental results show that our proposed method has better quality than those by existing non-linear and linear progressive filtering methods.

• Journal of the Korean Institute of Telematics and Electronics B
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• v.29B no.1
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• pp.26-33
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• 1992

This paper presents lattice structure of bilinear filter and the conversion equations from lattice parameters to direct-form parameters. Billnear models are attractive for adaptive filtering applications because they can approximate a large class of nonlinear systems adequately, and usually with considerable parsimony in the number of coefficients required. The lattice filter formulation transforms the nonlinear filtering problem into an equivalent multichannel linear filtering problem and then uses multichannel lattice filtering algorithms to solve the nonlinear filtering problem. The lattice filters perform a Gram-Schmidt orthogonalization of the input data and have very good easily extended to more general nonlinear output feedback structures.

• International Journal of Control, Automation, and Systems
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• v.5 no.4
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• pp.355-363
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• 2007

The paper deals with the Kalman stochastic filtering problem for linear continuous-time systems with both instantaneous and time-delayed measurements. Different from the standard linear system, the system state is corrupted by multiplicative white noise, and the instantaneous measurement and the delayed measurement are also corrupted by multiplicative white noise. A new approach to the problem is presented by using projection formulation and reorganized innovation analysis. More importantly, the proposed approach in the paper can be applied to solve many complicated problems such as stochastic $H_{\infty}$ estimation, $H_{\infty}$ control stochastic system with preview and so on.

• MALSORI
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• no.51
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• pp.85-98
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• 2004

It is almost impossible to generate the sound field effect in real time with the time-domain linear convolution because of its large multiplication operation requirement. To solve this, three methods are introduced to reduce the number of multiplication operations in this paper. Firstly, the time-domain linear convolution is replaced with the frequency-domain circular convolution. In other words, the linear convolution result can be derived from that of the circular convolution. This technique reduces the number of multiplication operations remarkably, Secondly, a subframe concept is introduced, i.e., one original frame is divided into several subframes. Then the FFT is executed for each subframe and, as a result, the number of multiplication operations can be reduced. Finally, the QFT is used in stead of the FFT. By combining all the above three methods into our final the SFE generation algorithm, the number of computations are reduced sufficiently and the real-time SFE generation becomes possible with a general PC.

• 제어로봇시스템학회:학술대회논문집
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• 1999.10a
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• pp.129-132
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• 1999

This paper deals with the optimal filtering problem constrained to input noise signal corrupting the measurement output for linear discrete-time systems. The transfer matrix H$_2$and/or H$_{\infty}$ norms are used as criteria in an estimation error sense. In this paper, the mixed $H_2/H_{\infty}$ filtering Problem in lineal discrete-time systems is solved using the LMI approach, yielding a compromise between the H$_2$and H$_{\infty}$ filter designs. This filter design problems we formulated in a convex optimization framework using linear matrix inequalities. A numerical example is presented.

• International Journal of Control, Automation, and Systems
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• v.4 no.6
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• pp.697-704
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• 2006

The paper is concerned with $H_{\infty}$ filtering for descriptor systems. A necessary and sufficient condition is established in terms of linear matrix inequalities(LMIs) for the existence of normal filters such that the error systems are admissible and the transfer function from the disturbance to the filtering error output satisfies a prescribed $H_{\infty}$-norm bound constraint. When these LMIs are feasible, an explicit parameterization expression of all desired normal filter is given. All these results are yielded without decomposing the original descriptor systems, which makes the filter design procedure simple and direct. Finally, a numerical example is derived to demonstrate the applicability of the proposed approach.