| Hi-index | 0.00 |
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.