Unified forms for Kalman and finite impulse response filtering and smoothing

DOI10.1016/j.automatica.2013.02.026zbMath1360.93713OpenAlexW2065768901MaRDI QIDQ522851

Dan Simon, Yuriy S. Shmaliy

Publication date: 19 April 2017

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://engagedscholarship.csuohio.edu/cgi/viewcontent.cgi?article=1213&context=enece_facpub

zbMATH Keywords

smoothingfilteringKalman filtersrobust estimationunbiased FIR filters

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35) Estimation and detection in stochastic control theory (93E10)

Related Items (3)

Minimum variance unbiased FIR filter for discrete time-variant systems ⋮ Bayesian state estimation on finite horizons: the case of linear state-space model ⋮ Variational Bayesian adaptation of process noise covariance matrix in Kalman filtering

Cites Work

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• A Note on Two-Filter Smoothing Formulas
• $L_{2}-E$ FIR Smoothers for Deterministic Discrete-Time State–Space Signal Models
• Approaches to adaptive filtering

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