A receding horizon unbiased FIR for discrete-time state space models

DOI10.1016/S0005-1098(01)00242-4zbMath0997.93063OpenAlexW2089897235MaRDI QIDQ5960325

Pyung Soo Kim, Kwon, Wook Hyun, Soo Hee Han

Publication date: 13 November 2002

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(01)00242-4

zbMATH Keywords

discrete-time systemsdeadbeat propertieslinear finite impulse response filterreceding horizon Kalman FIR filterreceding horizon unbiased FIR filterRHUF filterunbiasedness constraint

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Digital control/observation systems (93C62)

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Cites Work

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• Linear function dead-beat observers with disturbance localization for linear periodic discrete-time systems
• Optimal state estimation without the requirement of a priori statistics information of the initial state
• Receding horizon recursive state estimation
• A receding horizon Kalman FIR filter for discrete time-invariant systems

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