Fast bias-constrained optimal FIR filtering for time-invariant state space models
نویسندگان
چکیده
منابع مشابه
Optimal and Unbiased FIR Filtering in Discrete Time State Space with Smoothing and Predictive Properties
We address p-shift finite impulse response optimal (OFIR) and unbiased (UFIR) algorithms for predictive filtering (p > 0), filtering (p = 0), and smoothing filtering (p < 0) at a discrete point n over N neighboring points. The algorithms were designed for linear time-invariant state-space signal models with white Gaussian noise. The OFIR filter self-determines the initial mean square state func...
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ژورنال
عنوان ژورنال: International Journal of Adaptive Control and Signal Processing
سال: 2016
ISSN: 0890-6327
DOI: 10.1002/acs.2747