Computational Improvement of the Fast H∞ Filter Based on Information of Input Predictor

  • Authors:
  • K. Nishiyama

  • Affiliations:
  • Iwate Univ., Morioka

  • Venue:
  • IEEE Transactions on Signal Processing
  • Year:
  • 2007

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Abstract

A computationally reduced version of the fast Hinfin filter (FHF) is derived under the assumption that the input signal to the unknown system can be represented by an autoregressive (AR) model whose order M is much lower than the filter length N. The resulting filter, referred to as the predictor-based fast Hinfin filter (P-FHF), has a computational requirement of 3N+O(M) multiplications per iteration, which is considerably lower than the requirement for the FHF if is sufficiently smaller than N . The validity of the P-FHF are confirmed by computer simulations.