A Delayed Estimation Filter Using Finite Observations on Delay Interval
Summary :
In this letter, a new estimation filtering is proposed when a delay between signal generation and signal estimation exists. The estimation filter is developed under a maximum likelihood criterion using only the finite observations on the delay interval. The proposed estimation filter is represented in both matrix form and iterative form. It is shown that the filtered estimate has good inherent properties such as time-invariance, unbiasedness and deadbeat. Via numerical simulations, the performance of the proposed estimation filtering is evaluated by the comparison with that of the existing fixed-lag smoothing, which shows that the proposed approach could be appropriate for fast estimation of signals that vary relatively quickly. Moreover, the on-line computational complexity of the proposed estimation filter is shown to be maintained at a lower level than the existing one.
- Publication
- IEICE TRANSACTIONS on Fundamentals Vol.E91-A No.8 pp.2257-2262
- Publication Date
- 2008/08/01
- Publicized
- Online ISSN
- 1745-1337
- DOI
- 10.1093/ietfec/e91-a.8.2257
- Type of Manuscript
- LETTER
- Category
- Information Theory
Authors
Keyword
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HyongSoon KIM, PyungSoo KIM, SangKeun LEE, "A Delayed Estimation Filter Using Finite Observations on Delay Interval" in IEICE TRANSACTIONS on Fundamentals,
vol. E91-A, no. 8, pp. 2257-2262, August 2008, doi: 10.1093/ietfec/e91-a.8.2257.
Abstract: In this letter, a new estimation filtering is proposed when a delay between signal generation and signal estimation exists. The estimation filter is developed under a maximum likelihood criterion using only the finite observations on the delay interval. The proposed estimation filter is represented in both matrix form and iterative form. It is shown that the filtered estimate has good inherent properties such as time-invariance, unbiasedness and deadbeat. Via numerical simulations, the performance of the proposed estimation filtering is evaluated by the comparison with that of the existing fixed-lag smoothing, which shows that the proposed approach could be appropriate for fast estimation of signals that vary relatively quickly. Moreover, the on-line computational complexity of the proposed estimation filter is shown to be maintained at a lower level than the existing one.
URL: https://global.ieice.org/en_transactions/fundamentals/10.1093/ietfec/e91-a.8.2257/_p
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@ARTICLE{e91-a_8_2257,
author={HyongSoon KIM, PyungSoo KIM, SangKeun LEE, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={A Delayed Estimation Filter Using Finite Observations on Delay Interval},
year={2008},
volume={E91-A},
number={8},
pages={2257-2262},
abstract={In this letter, a new estimation filtering is proposed when a delay between signal generation and signal estimation exists. The estimation filter is developed under a maximum likelihood criterion using only the finite observations on the delay interval. The proposed estimation filter is represented in both matrix form and iterative form. It is shown that the filtered estimate has good inherent properties such as time-invariance, unbiasedness and deadbeat. Via numerical simulations, the performance of the proposed estimation filtering is evaluated by the comparison with that of the existing fixed-lag smoothing, which shows that the proposed approach could be appropriate for fast estimation of signals that vary relatively quickly. Moreover, the on-line computational complexity of the proposed estimation filter is shown to be maintained at a lower level than the existing one.},
keywords={},
doi={10.1093/ietfec/e91-a.8.2257},
ISSN={1745-1337},
month={August},}
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TY - JOUR
TI - A Delayed Estimation Filter Using Finite Observations on Delay Interval
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 2257
EP - 2262
AU - HyongSoon KIM
AU - PyungSoo KIM
AU - SangKeun LEE
PY - 2008
DO - 10.1093/ietfec/e91-a.8.2257
JO - IEICE TRANSACTIONS on Fundamentals
SN - 1745-1337
VL - E91-A
IS - 8
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - August 2008
AB - In this letter, a new estimation filtering is proposed when a delay between signal generation and signal estimation exists. The estimation filter is developed under a maximum likelihood criterion using only the finite observations on the delay interval. The proposed estimation filter is represented in both matrix form and iterative form. It is shown that the filtered estimate has good inherent properties such as time-invariance, unbiasedness and deadbeat. Via numerical simulations, the performance of the proposed estimation filtering is evaluated by the comparison with that of the existing fixed-lag smoothing, which shows that the proposed approach could be appropriate for fast estimation of signals that vary relatively quickly. Moreover, the on-line computational complexity of the proposed estimation filter is shown to be maintained at a lower level than the existing one.
ER -
English
