The original paper is in English. Non-English content has been machine-translated and may contain typographical errors or mistranslations. ex. Some numerals are expressed as "XNUMX".
Copyrights notice
The original paper is in English. Non-English content has been machine-translated and may contain typographical errors or mistranslations. Copyrights notice
이 편지에서는 신호 생성과 신호 추정 사이에 지연이 존재할 때 새로운 추정 필터링을 제안합니다. 추정 필터는 지연 간격에 대한 유한한 관측값만 사용하여 최대 우도 기준에 따라 개발됩니다. 제안된 추정 필터는 행렬 형태와 반복 형태로 표현된다. 필터링된 추정값은 시불변성, 편향되지 않음 및 데드비트와 같은 우수한 고유 특성을 갖고 있음을 보여줍니다. 수치 시뮬레이션을 통해 제안된 추정 필터링의 성능을 기존 고정 지연 평활화의 성능과 비교하여 평가했으며, 이는 제안된 접근 방식이 상대적으로 빠르게 변하는 신호의 빠른 추정에 적합할 수 있음을 보여줍니다. 또한, 제안된 추정 필터의 온라인 계산 복잡도는 기존 필터보다 낮은 수준으로 유지되는 것으로 나타났다.
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부
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
부
@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},}
부
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 -