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A New Algorithm for Optimal Filtering of Discrete-Time Stationary Processes

โœ Scribed by Lindquist, Anders


Book ID
118205530
Publisher
Society for Industrial and Applied Mathematics
Year
1974
Weight
808 KB
Volume
12
Category
Article
ISSN
0036-1402

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Fast algorithms for optimal FIR filter a
โœ Wook Hyun Kwon; Kyu Seung Lee; Joon Hwa Lee ๐Ÿ“‚ Article ๐Ÿ“… 1994 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 275 KB

In this paper, fast algorithms are suggested for the optimal FIR filter and smoother of discrete-time state-space models with system noise. While the computation order of the previous algorithms for the optimal FIR filter and smoother is O(N 2) with filter length N, it is shown in this paper that it