Initial alignment of the strapdown inertial navigation system (SINS) is intended to determine the initial attitude matrix in a short time with certain accuracy. The alignment accuracy of the quaternion filter algorithm is remarkable, but the convergence rate is slow. To solve this problem, this paper proposes an improved quaternion filter algorithm for faster initial alignment based on the erro...

The extended Kalman filter (EKF) is one of the most widely used methods for state estimation with communication and aerospace applications based on its apparent simplicity and tractability (Shi et al., 2002; Bolognani et al., 2003; Wu et al., 2004). However, for an EKF to guarantee satisfactory performance, the system model should be known exactly. Unknown external disturbances may result in th...

Earlier this decade, the so-called FEAST algorithm was released for computing the eigenvalues of a matrix in a given interval. Previously, rational filter functions have been examined as a parameter of FEAST. In this thesis, we expand on existing work with the following contributions: (i) Obtaining well-performing rational filter functions via standard minimisation algorithms, (ii) Obtaining co...

The numerical property of an adaptive filter algorithm is the most important problem in practical applications. Most fast adaptive filter algorithms have the numerical instability problem and the fast Newton transversal filter (FNTF) algorithms are no exception. In this paper, we propose a numerically stable fast Newton type adaptive filter algorithm. Two problems are dealt with in the paper. F...

In this paper a Fast Array Multichannel Two-Dimensional Recursive Least Square (FAM 2D-RLS) adaptive filter is proposed for estimating an OFDM channel in frequency domain. This filter makes use of the shift structure of the input data vector. Thus the computational cost of the classical RLS filter which is O(M) is reduced to O(M) for each iteration where M is the order of the filter. In order t...

This paper presents a method for extracting the coupling matrix and the unloaded Q from the measured (or electromagnetic simulated) S-parameters of a narrow band cross-coupled resonator bandpass filter with losses. The Cauchy method is applied to determine the characteristic polynomials of the S-parameters of a filter in the normalized low-pass frequency domain. A five-parameter optimization me...

In this paper, we investigate a distributed estimation problem for multi-agent systems with state equality constraints (SECs). We propose a distributed Kalman filter design based on a covariance intersection approach by combining a filtering structure and a fusion-projection scheme for time-varying dynamics, in order to overcome the strong correlation between the estimates of agents and timely ...

Oversampled filter banks (OSFB) have been considered for channel coding, since their redundancy can be utilised to permit the detection and correction of channel errors. In this paper, we propose an OSFB based channel coder for a correlated additive Gaussian noise channel, of which the noise covariance matrix is assumed to be known. Based on a suitable factorisation of this matrix, we develop a...

Abstract: This paper is concerned with the problem of H∞ filtering for continuous-time nonlinear quadratic systems. The aim is to design a full order dynamic filter that can also contain quadratic terms. The strategy relies on the use of a quadratic Lyapunov function and an inequality condition that assures an H∞ performance bound for the augmented quadratic system, composed by the original sys...

Block Wavelet Transforms (BWTs) are orthogonal matrix transforms that can be obtained from orthogonal subband filter banks. They were initially generated to produce matrix transforms which may carry nice properties inheriting from wavelets, as alternatives to DCT and similar matrix transforms. Although the construction methodology of BWT is clear, the reverse operation was not researched. In ce...