Fast J-Unitary Array Form of the Hyper H_∞ Filter(Digital Signal Processing)

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概要

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• In our previous work, the hyper H_∞ filter is developed for tracking of unknown time-varying systems. Additionally, a fast algorithm, called the fast H_∞ filter, of the hyper H_∞ filter is derived on condition that the observation matrix has a shifting property. This algorithm has a computational complexity of O(N) where N is the dimension of the state vector. However, there still remains a possibility of deriving alternative forms of the hyper H_∞ filter. In this work, a fast J-unitary form of the hyper H_∞ filter is derived, providing a new H_∞ fast algorithm, called the J-fast H_∞ filter. The J-fast H_∞ filter possesses a computational complexity of O(N), and the resulting algorithm is very amenable to parallel processing. The validity and performance of the derived algorithm are confirmed by computer simulations.

• 社団法人電子情報通信学会の論文
• 2005-11-01

著者

• Nishiyama Kiyoshi

  Department Computer And Information Science Iwate University

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