Error Analysis and Numerical Stabilization of the Fast H Filter

Tomonori KATSUMATA  Kiyoshi NISHIYAMA  Katsuaki SATOH  

Publication
IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences   Vol.E93-A   No.6   pp.1153-1162
Publication Date: 2010/06/01
Online ISSN: 1745-1337
DOI: 10.1587/transfun.E93.A.1153
Print ISSN: 0916-8508
Type of Manuscript: PAPER
Category: Digital Signal Processing
Keyword: 
fast H filter,  error analysis,  numerical stabilization,  system identification,  

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Summary: 
The fast H filter is developed by one of the authors, and its practical use in industries is expected. This paper derives a linear propagation model of numerical errors in the recursive variables of the fast H filter, and then theoretically analyzes the stability of the filter. Based on the analyzed results, a numerical stabilization method of the fast H filter is proposed with the error feedback control in the backward prediction. Also, the effectiveness of the stabilization method is verified using numerical examples.