Effect of embedded unbiasedness on discrete-time optimal FIR filtering estimates
نویسندگان
چکیده
منابع مشابه
Effect of embedded unbiasedness on discrete-time optimal FIR filtering estimates
Unbiased estimation is an efficient alternative to optimal estimation when the noise statistics are not fully known and/or the model undergoes temporary uncertainties. In this paper, we investigate the effect of embedded unbiasedness (EU) on optimal finite impulse response (OFIR) filtering estimates of linear discrete time-invariant statespace models. A new OFIR-EU filter is derived by minimizi...
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ژورنال
عنوان ژورنال: EURASIP Journal on Advances in Signal Processing
سال: 2015
ISSN: 1687-6180
DOI: 10.1186/s13634-015-0268-0