Unbiased FIR Filtering with Incomplete Measurement Information

This paper proposes an unbiased filter with finite impulse response (FIR) structure for linear discrete time systems in state space form with incomplete measurement information. The measurements are transmitted from the plant to the FIR filter imperfectly due to random packet loss or sensor faults. The Bernoulli random process is used to describe the missing measurement details, and the missing data is replaced with recently transmitted data on the missing horizon. The missing horizon can hold the assumption for finite measurement of the FIR filter. Two examples are provided to demonstrate the proposed unbiased FIR (UFIR) filter robustness against temporary model uncertainty and consecutive missing measurement data compared with existing filters considering missing measurement.