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Proceedings Paper

Design of suboptimal adaptive filter for stochastic systems
Author(s): Jun Il Ahn; Vladimir Shin
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Paper Abstract

In this paper, the problem of estimating the system state in for linear discrete-time systems with uncertainties is considered. In [1], [2], we have proposed the fusion formula (FF) for an arbitrary number of correlated and uncorrelated estimates. The FF is applied to detection and filtering problem. The new suboptimal adaptive filter with parallel structure is herein proposed. In consequence of parallel structure of the proposed filter, parallel computers can be used for their design. A lower computational complexity and lower memory demand are achieved with the proposed filter than in the optimal adaptive Lainiotis-Kalman filter. Example demonstrates the accuracy of the new filter.

Paper Details

Date Published: 20 February 2006
PDF: 6 pages
Proc. SPIE 6041, ICMIT 2005: Information Systems and Signal Processing, 60412I (20 February 2006); doi: 10.1117/12.664377
Show Author Affiliations
Jun Il Ahn, Gwangju Institute of Science and Technology (South Korea)
Vladimir Shin, Gwangju Institute of Science and Technology (South Korea)

Published in SPIE Proceedings Vol. 6041:
ICMIT 2005: Information Systems and Signal Processing
Yunlong Wei; Kil To Chong; Takayuki Takahashi, Editor(s)

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