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- Title
On Gain Initialization and Optimization of Reduced-Order Adaptive Filter.
- Authors
Hong Son Hoang; Baraille, Rémy
- Abstract
Despite all the progress in filtering algorithms for state estimation in very high dimensional systems, the technology is delicate and sometimes difficult to apply. Good initialization of filter gain, appropriate choice of tuning parameters and their optimization are the key factors to achieve robust high-performance filtering algorithms. In this paper the authors propose a method for properly initializing the filter gain, and for efficient optimization of the filter performance. Numerical experiments will be given to illustrate the algorithm and to demonstrate the efficiency of the proposed filter for state estimation problems in classical low dimensional as well as in very high dimensional systems.
- Subjects
ADAPTIVE filters; MATHEMATICAL optimization; ALGORITHMS; DIMENSIONAL analysis; PARAMETER estimation; PERFORMANCE evaluation; NUMERICAL analysis
- Publication
IAENG International Journal of Applied Mathematics, 2012, Vol 42, Issue 1, p19
- ISSN
1992-9978
- Publication type
Article