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Time-variant linear optimal finite impulse response estimator for discrete state-space models

✍ Scribed by Yuriy S. Shmaliy; Oscar Ibarra-Manzano


Book ID
111991868
Publisher
John Wiley and Sons
Year
2011
Tongue
English
Weight
712 KB
Volume
26
Category
Article
ISSN
0890-6327

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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