Fast J-Unitary Array Form of the Hyper  H<SUB>∞</SUB> Filter

Kiyoshi NISHIYAMA

doi:10.1093/ietfec/e88-a.11.3143

Fast J-Unitary Array Form of the Hyper H_∞ Filter

Kiyoshi NISHIYAMA

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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.

Publication: IEICE TRANSACTIONS on Fundamentals Vol.E88-A No.11 pp.3143-3150

Publication Date: 2005/11/01

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DOI: 10.1093/ietfec/e88-a.11.3143

Type of Manuscript: PAPER

Category: Digital Signal Processing

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Kiyoshi NISHIYAMA, "Fast J-Unitary Array Form of the Hyper H∞ Filter" in IEICE TRANSACTIONS on Fundamentals, vol. E88-A, no. 11, pp. 3143-3150, November 2005, doi: 10.1093/ietfec/e88-a.11.3143.
Abstract: 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.
URL: https://globals.ieice.org/en_transactions/fundamentals/10.1093/ietfec/e88-a.11.3143/_p

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@ARTICLE{e88-a_11_3143,
author={Kiyoshi NISHIYAMA, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={Fast J-Unitary Array Form of the Hyper H∞ Filter},
year={2005},
volume={E88-A},
number={11},
pages={3143-3150},
abstract={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.},
keywords={},
doi={10.1093/ietfec/e88-a.11.3143},
ISSN={},
month={November},}

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TY - JOUR
TI - Fast J-Unitary Array Form of the Hyper H∞ Filter
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 3143
EP - 3150
AU - Kiyoshi NISHIYAMA
PY - 2005
DO - 10.1093/ietfec/e88-a.11.3143
JO - IEICE TRANSACTIONS on Fundamentals
SN -
VL - E88-A
IS - 11
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - November 2005
AB - 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.
ER -