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

DOI10.1109/9.920798zbMATH Open1016.93069OpenAlexW2098534029MaRDI QIDQ4540384FDOQ4540384

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

Recommendations

• A receding horizon unbiased FIR for discrete-time state space models
• A receding horizon Kalman FIR filter for linear continuous-time systems
• A receding horizon Kalman FIR filter for discrete time-invariant systems
• Receding horizon unbiased FIR filters and their application to sea target tracking
• Fast bias-constrained optimal FIR filtering for time-invariant state space models

zbMATH Keywords

Kalman filterestimationreceding horizonFIR filterfinite-impulse responseunbiased filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Cited In (14)

• Design of a robust finite-time observer for a class of uncertain nonlinear systems
• Receding horizon unbiased FIR filters and their application to sea target tracking
• Minimum variance unbiased FIR filter for discrete time-variant systems
• 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
• Robustness bound for receding horizon finite memory control: Lyapunov-Krasovskii approach
• A receding horizon Kalman FIR filter for linear continuous-time systems
• 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
• Robust deadbeat continuous-time observer design based on modulation integrals
• Minimax FIR smoothers for deterministic continuous-time state space models

This page was built for publication: Receding-horizon unbiased FIR filters for continuous-time state-space models without a priori initial state information

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4540384)