Design and implementation of non-linear minimum variance filters Online publication date: Sat, 06-Jun-2009
by Shamsher Ali Naz, M.J. Grimble
International Journal of Advanced Mechatronic Systems (IJAMECHS), Vol. 1, No. 4, 2009
Abstract: The non-linear minimum variance (NMV) filtering problem for a non-linear multi-input and multi-output (MIMO) discrete-time system is considered. The NMV filter is designed to minimise a minimum variance criterion. The system model includes channel non-linearities that may be treated as a black box. The NMV filter can avoid the need for a linearisation stage that is required in the extended Kalman filter (EKF). The MIMO NMV filter algorithm is easy to implement, in comparison to the EKF. The main contribution of this paper lies in the design and evaluation of the NMV algorithm for the non-linear MIMO filtering problem. A case study is used to demonstrate performance that is based upon a problem in the medical signal processing area. The design and the real time implementation of the NMV estimator is also considered, for a laboratory based ball and beam experiment. The performance is compared with that of an EKF and real time implementation of both estimators is discussed.
Existing subscribers:
Go to Inderscience Online Journals to access the Full Text of this article.
If you are not a subscriber and you just want to read the full contents of this article, buy online access here.Complimentary Subscribers, Editors or Members of the Editorial Board of the International Journal of Advanced Mechatronic Systems (IJAMECHS):
Login with your Inderscience username and password:
Want to subscribe?
A subscription gives you complete access to all articles in the current issue, as well as to all articles in the previous three years (where applicable). See our Orders page to subscribe.
If you still need assistance, please email subs@inderscience.com