EQUATIONS
Print ISSN: 2944-9146, E-ISSN: 2732-9976 An Open Access International Journal of Mathematical and Computational Methods in Science and Engineering
Volume 1, 2021
Embedded Unbiasedness: Effect on Optimal FIR Filtering Estimates
Authors: , ,
Abstract: In this paper, we give an analysis of the embedded unbiasedness (EU) on optimal finite impulse response (OFIR) estimates. By minimizing the mean square error (MSE) constrained by the unbiasedness condition, a new OFIR-EU filter is derived. We show that the OFIR-EU filter does not require the initial conditions, and occupies an intermediate place between the UFIR and OFIR filters. It is also shown that the MSEs of the OFIR-EU and OFIR filters diminish with the estimation horizon. A numerical example has demonstrated that the OFIR-UE filter has better robustness against temporary model uncertainties than the OFIR and Kalman filters.