Industrial processes are often organized using mechanical systems with multiple degrees-of-freedom (DOF). For real-time operation of such systems in noise environments, fast, optimal, and robust estimators are required. In this paper, information gathering about multi-DOF system states is provided using the optimal finite impulse response (OFIR) filter. To use this filter in real time, a fast iterative algorithm is developed with a pseudocode available for immediate use. Although the iterative algorithm utilizes Kalman recursions, it is more robust against uncertainties and model errors owing to the transversal structure. We use this algorithm to estimate state in the 1-DOF torsion system and the 3-DOF helicopter system.
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Zhao et al. (2016) studied this question.
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