Parallel adaptive infinite impulse response digital filters using Kalman filters
Jianting Cao, Takashi Yahagi, Jinhu Lü
Abstract
Jianting Cao, Takashi Yahagi, Jinhu Lü
Abstract
Abstract This paper presents a new design method for parallel adaptive infinite impulse response (112) digital filters using Kalman filters in the time domain. the parallel Kalman filter (PKF) and the improved parallel Kalman filter (IPKF) based on the divided estimation of an unknown system's impulse response are extended to parallel adaptive IIR digital filters. the finite impulse response (FIR) digital filters can be replaced by reduced order IIR digital filters. This is particularly useful when high‐order FIR digital filters are necessary. A method is presented that ensures the stability of IIR digital filters with little extra computational effort.
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Abstract This paper presents a new design method for parallel adaptive infinite impulse response (112) digital filters using Kalman filters in the time domain. the parallel Kalman filter (PKF) and the improved parallel Kalman filter (IPKF) based on the divided estimation of an unknown system's impulse response are extended to parallel adaptive IIR digital filters. the finite impulse response (FIR) digital filters can be replaced by reduced order IIR digital filters. This is particularly useful when high‐order FIR digital filters are necessary. A method is presented that ensures the stability of IIR digital filters with little extra computational effort.
Key concepts: Infinite impulse response, Digital filter, Finite impulse response, 2D Filters, Control theory (sociology), Adaptive filter, Linear filter, Kalman filter