A receding horizon Kalman FIR filter for discrete time-invariant systems

DOI10.1109/9.788554zbMath0958.93092OpenAlexW2163339627MaRDI QIDQ4506901

Kwon, Wook Hyun, Poo Gyeon Park, Pyung Soo Kim

Publication date: 17 October 2000

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.788554

zbMATH Keywords

discrete systemreceding horizondeadbeat propertyKalman FIR filter

Mathematics Subject Classification ID

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

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