Linear Optimal FIR Estimation of Discrete Time-Invariant State-Space Models

DOI10.1109/TSP.2010.2045422MaRDI QIDQ4570299zbMATH OpenOpenAlexFDO

Authors Yu. S. Shmaliy

Publication date 9 July 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2010.2045422

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(12)

• Linear estimation of continuous-discrete linear state space models with multiplicative noise
• Bayesian state estimation on finite horizons: the case of linear state-space model
• Minimum variance unbiased FIR filter for discrete time-variant systems
• Implementation of digital unbiased FIR filters with polynomial impulse responses
• A state-space description for perfect-reconstruction wavelet FIR filter banks with special orthonormal basis functions
• Unified forms for Kalman and finite impulse response filtering and smoothing
• A new solution to the induced \(l_{\infty}\) finite impulse response filtering problem based on two matrix inequalities
• A receding horizon unbiased FIR for discrete-time state space models
• Continuous‐time optimal unbiased FIR filter for input‐delayed systems
• Uncertain disturbed systems: robust \(H_2\)-OUFIR filtering under measurement errors
• Robust H₂-finite impulse response state observers for uncertain and disturbed systems with applications to quasi-periodic processes
• Minimax FIR smoothers for deterministic continuous-time state space models

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