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Error Analysis and Numerical Stabilization of the Fast H Filter

Tomonori KATSUMATA, Kiyoshi NISHIYAMA, Katsuaki SATOH

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Summary :

The fast H filter is developed by one of the authors, and its practical use in industries is expected. This paper derives a linear propagation model of numerical errors in the recursive variables of the fast H filter, and then theoretically analyzes the stability of the filter. Based on the analyzed results, a numerical stabilization method of the fast H filter is proposed with the error feedback control in the backward prediction. Also, the effectiveness of the stabilization method is verified using numerical examples.

Publication
IEICE TRANSACTIONS on Fundamentals Vol.E93-A No.6 pp.1153-1162
Publication Date
2010/06/01
Publicized
Online ISSN
1745-1337
DOI
10.1587/transfun.E93.A.1153
Type of Manuscript
PAPER
Category
Digital Signal Processing

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