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Fast and stable recursive algorithms for continuous-time and discrete-time model conversions

✍ Scribed by L.S. Shieh; S.R. Lian; C.B. Park; N.P. Coleman


Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
953 KB
Volume
14
Category
Article
ISSN
0898-1221

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Fast algorithms for optimal FIR filter a
✍ Wook Hyun Kwon; Kyu Seung Lee; Joon Hwa Lee πŸ“‚ Article πŸ“… 1994 πŸ› Elsevier Science 🌐 English βš– 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