Unbiased FIR Filtering with Incomplete Measurement Information

• Published in: International journal of control, automation, and systems Vol. 18; no. 2; pp. 330 - 338
• Main Authors: Ryu, Dong Ki, Lee, Chang Joo, Park, Sang Kyoo, Lim, Myo Taeg
• Format: Journal Article
• Language: English
• Published: Bucheon / Seoul Institute of Control, Robotics and Systems and The Korean Institute of Electrical Engineers 01.02.2020; Springer Nature B.V; 제어·로봇·시스템학회
• Subjects: Control; Discrete time systems; Engineering; FIR filters; Horizon; Impulse response; Mechatronics; Missing data; Random processes; Regular Papers; Robotics; 제어계측공학; missing horizon; incomplete measurement information; Bernoulli random process; finite impulse response filter; unbiased filtering
• ISSN: 1598-6446; 2005-4092
• DOI: 10.1007/s12555-018-0316-2

This paper proposes an unbiased filter with finite impulse response (FIR) structure for linear discrete time systems in state space form with incomplete measurement information. The measurements are transmitted from the plant to the FIR filter imperfectly due to random packet loss or sensor faults. The Bernoulli random process is used to describe the missing measurement details, and the missing data is replaced with recently transmitted data on the missing horizon. The missing horizon can hold the assumption for finite measurement of the FIR filter. Two examples are provided to demonstrate the proposed unbiased FIR (UFIR) filter robustness against temporary model uncertainty and consecutive missing measurement data compared with existing filters considering missing measurement.