Proceedings of the 2nd International Conference on Mechatronics Engineering and Information Technology (ICMEIT 2017)

An Adaptive Filtering Method for HRG Random Error in case of Colored Noise

Authors
Haotian Yang, Lixin Wang, Zhuo Li
Corresponding Author
Haotian Yang
Available Online May 2017.
DOI
10.2991/icmeit-17.2017.100How to use a DOI?
Keywords
ARMA model; orthogonal projection theorem; adaptive filtering.
Abstract

ARMA modeling and filtering methods for HRG random error are studied. Firstly, the model is constructed by analyzing the autocorrelation and partial correlation of HRG stationary random signals, the applicable model is build, and then the model order is estimated. Then, the residual parameters are obtained by calculating the residual method by long autoregressive model. Under the condition of colored noise, the ARMA model cannot be whitened by the traditional state expansion method. According to the equivalence between the orthogonal projection theorem and the linear minimum variance estimation, the adaptive kalman filter formula with the control term is deduced. The new method can directly reflect the influence of colored noise on the system, which can effectively eliminate the error and get the accurate estimation of the state value. The experimental results show that the improved method is more effective than the classical kalman filtering method in filtering out the noise.

Copyright
© 2017, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the 2nd International Conference on Mechatronics Engineering and Information Technology (ICMEIT 2017)
Series
Advances in Computer Science Research
Publication Date
May 2017
ISBN
10.2991/icmeit-17.2017.100
ISSN
2352-538X
DOI
10.2991/icmeit-17.2017.100How to use a DOI?
Copyright
© 2017, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - Haotian Yang
AU  - Lixin Wang
AU  - Zhuo Li
PY  - 2017/05
DA  - 2017/05
TI  - An Adaptive Filtering Method for HRG Random Error in case of Colored Noise
BT  - Proceedings of the 2nd International Conference on Mechatronics Engineering and Information Technology (ICMEIT 2017)
PB  - Atlantis Press
SP  - 536
EP  - 542
SN  - 2352-538X
UR  - https://doi.org/10.2991/icmeit-17.2017.100
DO  - 10.2991/icmeit-17.2017.100
ID  - Yang2017/05
ER  -