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

DOI10.1109/TSP.2010.2045422zbMath1392.94453OpenAlexW2139251171MaRDI QIDQ4570299

Yuriy S. Shmaliy

Publication date: 9 July 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2010.2045422

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (7)

Minimum variance unbiased FIR filter for discrete time-variant systems ⋮ Bayesian state estimation on finite horizons: the case of linear state-space model ⋮ Continuous‐time optimal unbiased FIR filter for input‐delayed systems ⋮ Implementation of digital unbiased FIR filters with polynomial impulse responses ⋮ A state-space description for perfect-reconstruction wavelet FIR filter banks with special orthonormal basis functions ⋮ Unified forms for Kalman and finite impulse response filtering and smoothing ⋮ A new solution to the inducedl_∞finite impulse response filtering problem based on two matrix inequalities

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