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Linear Optimal FIR Estimation of Discrete Time-Invariant State-Space Models

✍ Scribed by Shmaliy, Y.S.


Book ID
119823484
Publisher
IEEE
Year
2010
Tongue
English
Weight
414 KB
Volume
58
Category
Article
ISSN
1053-587X

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πŸ“œ SIMILAR VOLUMES


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