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Optimal FIR filters for time-varying state-space models

โœ Scribed by Kwon, W.H.; Lee, K.S.; Kwon, O.K.


Book ID
121736377
Publisher
IEEE
Year
1990
Tongue
English
Weight
800 KB
Volume
26
Category
Article
ISSN
0018-9251

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๐Ÿ“œ SIMILAR VOLUMES


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