Minimum variance unbiased FIR filter for discrete time-variant systems

DOI10.1016/j.automatica.2015.01.022zbMath1371.93203OpenAlexW2070817676WikidataQ57582572 ScholiaQ57582572MaRDI QIDQ2409454

Shunyi Zhao, Yuriy S. Shmaliy, Biao Huang, Fei Liu

Publication date: 11 October 2017

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2015.01.022

zbMATH Keywords

robustnessoptimal filteringKalman filtersFIR filterestimator

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

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