Plenary Lecture

Fast Iterative Unbiased FIR Filtering with Applications

Professor Yuriy S. Shmaliy
Department of Electronics Engineering, DICIS
Universidad de Guanajuato


Abstract: Fast optimal state estimation in diverse environments is a key problem for many branches of science and engineering. However, not each estimator demonstrates sufficient robustness against uncertainties under the unknown noise statistics. In this lecture, we consider a novel estimation technique called unbiased finite impulse response (UFIR) filtering which has several advantages against the traditional Kalman filter (KF). The UFIR filter has better robustness against temporary model uncertainties, higher immunity against errors in the noise statistics, and smaller round-off errors. Unlike the KF, the UFIR filter completely ignores the noise statistics. Instead, it requires an optimal averaging horizon of Nopt points in order to minimize the mean square error (MSE). Therefore, the iterative UFIR filtering algorithm using recursions has manifested itself as a strong rival to KF. It is shown that Nopt can be specialized via measurements with much smaller efforts and cost than for the noise statistics required by the EKF. Overall, the UFIR filter is more successful in accuracy than the KF under the uncertain conditions. Extensive investigations of the approach are provided in applications to diverse linear and nonlinear systems. For example, better performance of the UFIR filter has been demonstrated when the noise statistics are not known exactly in applications to indoor mobile robot self-localization in radio frequency identification (RFID) tag environments.

Brief Biography of the Speaker: Dr. Yuriy S. Shmaliy has been a full professor in Electrical Engineering of the Universidad de Guanajuato, Mexico, since 1999. He is now a visiting professor in City University London. He received the B.S., M.S., and Ph.D. degrees in 1974, 1976 and 1982, respectively, from the Kharkiv Aviation Institute, Ukraine. In 1992 he received the Dr.Sc. (technical) degree from the Kharkiv Railroad Institute. In March 1985, he joined the Kharkiv Military University. He serves as full professor beginning in 1986 and has a Certificate of Professor, since 1993. In 1993, he founded and, by 2001, had been a director of the Scientific Center “Sichron” (Kharkiv, Ukraine) working in the field of precise time and frequency. His books Continuous-Time Signals (2006) and Continuous-Time Systems (2007) were published by Springer, New York. His book GPS-based Optimal FIR Filtering of Clock Models (2009) was published by Nova Science Publ., New York. He also edited a book Probability: Interpretation, Theory and Applications (Nova Science Publ., New York, 2012) and contributed to several books with invited chapters. Dr. Shmaliy has authored 375 Journal and Conference papers and holds 81 patents. He is IEEE Fellow; was rewarded a title, Honorary Radio Engineer of the USSR, in 1991; was listed in Outstanding People of the 20th Century, Cambridge, England in 1999; and was granted with the Royal Academy of Engineering Newton Collaboration Program Award in 2015. He currently serves on the Editorial Boards of several International Journals and is a member of the Program Committees of various Int. Symposia. His current interests include statistical signal processing, optimal estimation, and stochastic system theory.

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