FIR filters and recursive forms for discrete-time state-space models

DOI10.1016/0005-1098(89)90027-7zbMath0697.93056OpenAlexW1965986641MaRDI QIDQ912062

Kyu Seung Lee, Oh Kyu Kwon, Kwon, Wook Hyun

Publication date: 1989

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(89)90027-7

zbMATH Keywords

BIBO stabilityrobustnessstate estimationsignal processingfinite impulse responsefilter divergenceFIR smootherrecursive forms

Mathematics Subject Classification ID

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

Related Items (9)

A continuous finite-time convergence fixed-lag FIR smoother using multiple IIR filters ⋮ Minimum variance unbiased FIR filter for discrete time-variant systems ⋮ Continuous‐time optimal unbiased FIR filter for input‐delayed systems ⋮ Time‐variant linear optimal finite impulse response estimator for discrete state‐space models ⋮ Estimation and detection of unknown inputs using optimal FIR filter ⋮ Receding horizon unbiased FIR filters and their application to sea target tracking ⋮ A receding horizon unbiased FIR for discrete-time state space models ⋮ Receding horizon filtering for a class of discrete time-varying nonlinear systems with multiple missing measurements ⋮ Fast algorithms for optimal FIR filter and smoother of discrete-time state-space models

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