Formulation of the Alpha Sliding Innovation Filter: A Robust Linear Estimation Strategy

In this paper, a new filter referred to as the alpha sliding innovation filter (ASIF) is presented. The sliding innovation filter (SIF) is a newly developed estimation strategy that uses innovation or measurement error as a switching hyperplane. It is a sub-optimal filter that provides a robust and stable estimate. In this paper, the SIF is reformulated by including a forgetting factor, which significantly improves estimation performance. The …