Infinite-impulse and Finite-impulse Response Filters for Continuous-time Parameter Estimation
نویسندگان
چکیده
This paper examines two classes of algorithms that estimate a continuous time ARX type of models from discrete data: one is based on infinite impulse response (IIR) filters while the other is based on finite impulse response (FIR) filters. The IIR filters use continuous time state variable filters, and discretisation is performed on the filtered derivatives. In contrast, the FIR filters are in a discrete form with carefully chosen coefficients to approximate the derivatives of the continuous time variables. The strength and weakness of each approach are discussed and demonstrated by a set of simulation examples.
منابع مشابه
Design of IIR Digital Filter using Modified Chaotic Orthogonal Imperialist Competitive Algorithm (RESEARCH NOTE)
There are two types of digital filters including Infinite Impulse Response (IIR) and Finite Impulse Response (FIR). IIR filters attract more attention as they can decrease the filter order significantly compared to FIR filters. Owing to multi-modal error surface, simple powerful optimization techniques should be utilized in designing IIR digital filters to avoid local minimum. Imperialist compe...
متن کاملOn parameter filtering in continuous subword-unit-based speech recognition
Simple IIR or FIR filters have been widely used in isolated or connected word recognition tasks to filter the time sequence of speech spectral parameters, since, despite their simplicity, they significantly improve recognition performance. Those filters, when applied to continuous speech recognition, where phoneme-sized modelling units are used, induce spectral transition spreading and a cross-...
متن کاملRisk Sensitive Fir Filters for Stochastic Discrete-time State Space Models
In this paper, the finite impulse response (FIR) filter based on an exponential quadratic cost function is proposed for a stochastic discrete-time state space model. The joint probability density function of the current state and the external noises on the recent finite horizon is introduced and the corresponding expected value of the exponential quadratic cost function is minimized with respec...
متن کاملOn the design of Lp IIR filters with arbitrary frequency response
This paper introduces an iterative algorithm for designing IIR digital filters that minimize a complex approximation error in an sense. The algorithm combines ideas that have proven successful in the similar problem of FIR filter design. We use iterative prefiltering techniques common in applications such as parameter estimation together with an Iterative Reweighted Least Squares (IRLS) method....
متن کاملInterpolated Finite Impulse Response (IFIR)
The finite impulse response filters are inherently stable and have linear phase response property. The main drawback of these filters is lies in requirement of higher orders for similar magnitude response compared to Infinite Impulse response filters. Also the amount of computational complexity needed for the implementation of the filter, especially for the filters with narrow transition band i...
متن کامل