The Luenberger sliding innovation filter for linear systems

Abstract

In this paper, the newly developed sliding innovation filter (SIF) is reformulated to accommodate the ability of extracting the hidden states. This is accomplished by using the well-known Luenberger technique, which is commonly used by observers. In this paper, the SIF is applied to a linear system, which has fewer measurements than states. The results show that the proposed filter extracts the hidden state with small RMSE, as low as 0.1, and small MAE, as low as 1.