A generalized algorithm for the recursive implementation of polynomial filters

✍ Scribed by P. Agathoklis; H. Xu

• Publisher: Elsevier Science
• Year: 1990
• Tongue: English
• Weight: 644 KB
• Volume: 327
• Category: Article
• ISSN: 0016-0032
• DOI: 10.1016/0016-0032(90)90084-v

✦ Synopsis

Polynomial jilters have many applications in real time control, estimation and identification, particularly when information about the system dynamics and noise statistics are not precisely known. In this paper, a generalized recursive algorithm for nth order polynomial jilters is developed. The parameters of the jilter are determined by applying a weighted least-squares performance index, and thus the stability of the polynomial jilter is guaranteed. The implementations of the nonrecursive and the recursive polynomialjlters are obtained and the performance of both implementations is compared.