Fast bias‐constrained optimal FIR filtering for time‐invariant state space models

DOI10.1002/acs.2747zbMath1370.93294OpenAlexW2559856916MaRDI QIDQ5364011

Shunyi Zhao, Guoli Ji, Sanowar H. Khan, Yuriy S. Shmaliy

Publication date: 2 October 2017

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://openaccess.city.ac.uk/id/eprint/16917/1/94.pdf

zbMATH Keywords

state estimationKalman filterunbiasednessoptimal estimatefinite impulse response filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

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Unbiasedness-constrained least squares state estimation for time-varying systems with missing measurements under round-robin protocol

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