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Unbiased FIR Filtering of Discrete-Time Polynomial State-Space Models

โœ Scribed by Shmaliy, Y.S.


Book ID
119823027
Publisher
IEEE
Year
2009
Tongue
English
Weight
641 KB
Volume
57
Category
Article
ISSN
1053-587X

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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