2016
DOI: 10.1016/j.measurement.2016.06.029
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Ultimate iterative UFIR filtering algorithm

Abstract: Measurements are often provided in the presence of noise and uncertainties that require optimal filters to estimate processes with highest accuracy. The ultimate iterative unbiased finite impulse response (UFIR) filtering algorithm presented in this paper is more robust in real world than the Kalman filter. It completely ignores the noise statistics and initial values while demonstrating better accuracy under the mismodeling and temporary uncertainties and lower sensitivity to errors in the noise statistics.

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Cited by 34 publications
(18 citation statements)
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“…The UFIR filter [3] can be more suitable for EMS signals, because it does not require any information about noise, except for the zero mean assumption [36,37]. To provide a near optimal estimate, this filter requires an averaging horizon [m, n] of N points, from m = n − N + 1 to n, to be optimal N opt in the MSE sense.…”
Section: Ufir Filtering Algorithmmentioning
confidence: 99%
“…The UFIR filter [3] can be more suitable for EMS signals, because it does not require any information about noise, except for the zero mean assumption [36,37]. To provide a near optimal estimate, this filter requires an averaging horizon [m, n] of N points, from m = n − N + 1 to n, to be optimal N opt in the MSE sense.…”
Section: Ufir Filtering Algorithmmentioning
confidence: 99%
“…Using finite measurements ( ) on the most recent window [ − , ], FMS smoothers [6][7][8][9][10] as well as FMS filters [12][13][14][15] have been developed.…”
Section: Finite Memory Structure Estimation For State-space Modelmentioning
confidence: 99%
“…This FMS smoother has been known to have some good properties such as unbiasedness and deadbeat, which cannot be obtained by the IMS smoother. Moreover, in contrast to the IMS smoother with the recursive structure that tends to accumulate the smoothing error with the progression of time, the FMS smoother is inherently bounded input/bounded output stable and more robust against temporarily uncertain model parameters and round-off errors due to the FMS as shown in [11][12][13][14][15].…”
Section: Introductionmentioning
confidence: 99%
“…In [14], the authors have presented an algorithm based on the KF to address an issue with missing data. Let us notice that the KF optimality has important requirements such as a complete knowledge of the noise statistics, the noise distribution must be strictly Gaussian, an adequate model must be used, and a knowledge of the initial conditions is mandatory [15][16][17][18]. If these requirements are not met, the performance of the KF may drastically degrade and become unacceptable for real world WSN applications [19].…”
Section: Introductionmentioning
confidence: 99%