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A set of optimal discrete linear smoothers

✍ Scribed by Nezih C. Geçkinli; Davras Yavuz


Book ID
104171959
Publisher
Elsevier Science
Year
1981
Tongue
English
Weight
748 KB
Volume
3
Category
Article
ISSN
0165-1684

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Fast algorithms for optimal FIR filter a
✍ Wook Hyun Kwon; Kyu Seung Lee; Joon Hwa Lee 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 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