• 제목/요약/키워드: optimal FIR filter

검색결과 55건 처리시간 0.037초

STATE MODEL BASED OPTIMAL FIR 필터의 성능분석 (Performance Analysis of the state model based optimal FIR filter)

  • 이규승;권욱현
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1988년도 전기.전자공학 학술대회 논문집
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    • pp.917-920
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    • 1988
  • The effects of the errors due to incorrect a priori informations on the noise model as well as the system model in the continuous state model based optimal FIR filter is considered. When the optimal filter is perturbed, the error covariance is derived. From this equation, the performance of the state model based optimal FIR filter is analyzed for the given modeling error. Also the state model based optimal FIR filter is compared to the standard Kalman filter by an example.

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Model based optimal FIR synthesis filter for a nosy filter bank system

  • Lee, Hyun-Beom;Han, Soo-Hee;Kwon, Wook-Hyun
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2003년도 ICCAS
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    • pp.413-418
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    • 2003
  • In this paper, a new multirate optimal finite impulse response (FIR) filter is proposed for the signal reconstruction in the nosy filter bank systems. The multirate optimal FIR filter replaces the conventional synthesis filters and the Kalman synthesis filter. First, the generic linear model is derived from the multirate state space model for an autoregressive (AR)input signal. Second, the multirate optimal FIR filter is derived from the multirate generic linear model using the minimum variance criterion. This paper also provides numerical examples and results. The simulation results illustrate that the performance is improved compared with conventional synthesis filters and the proposed filter has advantages over the Kalman synthesis filter.

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이산 시변 상태공간 모델을 위한 최적 유한 임펄스 응답 필터 (An Optimal FIR Filter for Discrete Time-varying State Space Models)

  • 권보규
    • 제어로봇시스템학회논문지
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    • 제17권12호
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    • pp.1183-1187
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    • 2011
  • In this paper, an optimal FIR (Finite-Impulse-Response) filter is proposed for discrete time-varying state-space models. The proposed filter estimates the current state using measured output samples on the recent time horizon so that the variance of the estimation error is minimized. It is designed to be linear, unbiased, with an FIR structure, and is independent of any state information. Due to its FIR structure, the proposed filter is believed to be robust for modeling uncertainty or numerical errors than other IIR filters, such as the Kalman filter. For a general system with system and measurement noise, the proposed filter is derived without any artificial assumptions such as the nonsingular assumption of the system matrix A and any infinite covariance of the initial state. A numerical example show that the proposed FIR filter has better performance than the Kalman filter based on the IIR (Infinite- Impulse-Response) structure when modeling uncertainties exist.

모델 불확실성에 대한 초적 FIR 필터의 성능한계 (Performance bounds of optimal FIR filter-under modeling uncertainty)

  • 유경상;권오규
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1993년도 한국자동제어학술회의논문집(국내학술편); Seoul National University, Seoul; 20-22 Oct. 1993
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    • pp.64-69
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    • 1993
  • In this paper we present the performance bounds of the optimal FIR filter in continuous time systems with modeling uncertainty. The performance measure bounds are calculated from the estimation error covariance bounds of the optimal FIR filter and the suboptimal FIR filter. Performance error bounds range are expressed by the upper bounds on the estimation error covariance difference between the real and nominal values in case of the systems with noise uncertainty or model uncertainty. The performance bounds of the systems are derived on the assumption that the system uncertainty and the estimation error covariance are imperfectly known a priori. The estimation error bounds of the optimal FIR filter is compared with those of the Kalman filter via a numerical example applied to the estimation of the motion of an aircraft carrier at sea, which shows the former has better performances than the latter.

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시변 최적 유한 임펄스 응답 필터 기반 전력 신호 고조파 검출 (Harmonic Estimation of Power Signal Based on Time-varying Optimal Finite Impulse Response Filter)

  • 권보규
    • 한국정보기술학회논문지
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    • 제16권11호
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    • pp.97-103
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    • 2018
  • 본 논문에서는 시변 최적 FIR 필터를 이용한 전력 신호의 고조파 검출 방법을 제안한다. 잡음이 고려된 전력 신호에 대해 고조파의 진폭과 위상각의 변화량이 확률적 정보로 고려된 시변 상태 방정식 모델에 대해 시변 최적 FIR 필터를 설계하여 고조파 성분을 검출한다. 제안한 검출 방법에 사용된 시변 FIR 필터는 유한 구간의 정보만을 사용하고 어떠한 초기 조건도 사용하지 않도록 설계되어 칼만 필터 기반의 검출 방법의 오차 누적에 따른 검출 성능 저하나 발산 문제를 해결할 수 있다. 또한 FIR 구조의 필터 사용을 통해 칼만 필터 대비 불확실성에 대해 보다 강인한 검출이 가능하다. 시변 최적 FIR 필터의 사용을 통해 시불변 최적 FIR 필터 기반 고조파 검출 방법 대비 보다 일반적인 해를 제공한다. 제안하는 검출 방법의 우수성을 검증하기 위해 시변 칼만 필터 및 적응 칼만 필터 기반 고조파 검출 방법과의 비교 시뮬레이션을 수행한다.

모델 불확실성에 대한 연속형 최적 FIR 필터의 성능한계 (Performance bounds of continuous-time optimal FIR filter under modeling uncertainty)

  • 유경상;권오규
    • 제어로봇시스템학회논문지
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    • 제1권1호
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    • pp.20-24
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    • 1995
  • In this paper we analyze the performance bounds of the optimal FIR filter in continuous time systems with modeling uncertainty. The performance bounds are presented by the estimation error convariance and they are here expressed by the upper bounds of the difference of the estimation error covariance between the real and nominal values in case of the system with model uncertainties whose upper bounds are imperfrctly known a priori. The performance bounds of the optimal FIR filter are compared with those of the Kalman filter via a numerical example applied to the estimation of the motion of an aircraft carrier at sea, which shows the former has better performances than the latter.

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Estimation error bounds of discrete-time optimal FIR filter under model uncertainty

  • Yoo, Kyung-Sang;Kwon, Oh-Kyu
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1995년도 Proceedings of the Korea Automation Control Conference, 10th (KACC); Seoul, Korea; 23-25 Oct. 1995
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    • pp.352-355
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    • 1995
  • In this paper, estimation error bounds of the optimal FIR (Finite Impulse Response) filter, which is proposed by Kwon et al.[1, 2], are presented in discrete-time systems with the model uncertainty. Performance bounds are here represented by the upper bounds on the difference of the estimation error covariances between the nominal and real values in case of the systems with the noise or model parameter uncertainty. The estimation error bounds of the discrete-time optimal FIR filter is compared with those of the Kalman filter via a numerical example applied to the simulation problem by Toda and Patel[3]. Simulation results show that the former has robuster performance than the latter.

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이산 시변 상태공간 모델을 위한 최적 고정 시간 지연 FIR 평활기 (An Optimal Fixed-lag FIR Smoother for Discrete Time-varying State Space Models)

  • 권보규;한수희
    • 제어로봇시스템학회논문지
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    • 제20권1호
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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.

이산 비선형 시스템에 대한 유한 임펄스 응답 고정 시간 지연 평활기 (A Finite Impulse Response Fixed-lag Smoother for Discrete-time Nonlinear Systems)

  • 권보규;한세경;한수희
    • 제어로봇시스템학회논문지
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    • 제21권9호
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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.

H/W 복잡도 추정을 이용한 최적 FIR 필터 설계 (An Optimal FIR Filter Design Method Using H/W Complexity Estimation)

  • 김인철
    • 방송공학회논문지
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    • 제16권1호
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    • pp.174-177
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    • 2011
  • 본 논문에서는 CSD 계수로 표현되는 FIR 필터를 설계하는 방법에 관하여 고찰한다. 먼저, 게이트 수 측면에서 필터의 복잡도를 추정하는 방법을 제시한다. 이 방법을 통하여 최소의 복잡도를 가지면서 요구되는 성능을 만족시키는 필터를 설계할 수 있다. 다음으로 BonsaiG이라는 MILP 프로그램에 근거한 CSD 필터 설계 프로그램을 제시한다. 2가지 예제를 통해 설계된 필터의 게이트 수가 400-600 정도 차이를 나타내고, 이러한 비교를 통해 최적의 필터를 얻을 수 있음을 보인다.