- 이산 시변 상태공간 모델을 위한 최적 고정 시간 지연 FIR 평활기
- ㆍ 저자명
- 권보규,한수희,Kwon. Bo-Kyu,Han. Soohee
- ㆍ 간행물명
- 제어·로봇·시스템학회 논문지
- ㆍ 권/호정보
- 2014년|20권 1호|pp.1-5 (5 pages)
- ㆍ 발행정보
- 제어로봇시스템학회
- ㆍ 파일정보
- 정기간행물| PDF텍스트
- ㆍ 주제분야
- 기타
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.