Receding-horizon unbiased FIR filters for continuous-time state-space models without a priori initial state information

DOI10.1109/9.920798MaRDI QIDQ4540384zbMATH OpenOpenAlexFDO

Authors Soohee Han, Wook Hyun Kwon, Pyung Soo Kim

Publication date 21 July 2002

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

Full work available at URL https://doi.org/10.1109/9.920798

zbMATH Keywords

Kalman filterestimationreceding horizonFIR filterfinite-impulse responseunbiased filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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• Design of RLS-FIR filter using covariance information in linear continuous-time stochastic systems
• FIR filters and recursive forms for continuous time-invariant state-space models
• A receding horizon Kalman FIR filter for linear continuous-time systems
• Robustness bound for receding horizon finite memory control: Lyapunov-Krasovskii approach
• Fast bias-constrained optimal FIR filtering for time-invariant state space models
• Continuous‐time optimal unbiased FIR filter for input‐delayed systems
• A receding horizon unbiased FIR for discrete-time state space models
• Least-squares finite impulse response fixed-lag smoother and filter in linear discrete-time stochastic systems
• Bayesian state estimation on finite horizons: the case of linear state-space model
• Minimax FIR smoothers for deterministic continuous-time state space models
• Robust deadbeat continuous-time observer design based on modulation integrals

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