Fast Kalman-Like Optimal Unbiased FIR Filtering With Applications
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Publication:4618320
DOI10.1109/TSP.2016.2516960zbMATH Open1414.94748MaRDI QIDQ4618320FDOQ4618320
Authors: Shunyi Zhao, Fei Liu, Yu. S. Shmaliy
Publication date: 7 February 2019
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
Cited In (16)
- Trial-and-error or avoiding a guess? Initialization of the Kalman filter
- A recursive least squares parameter estimation algorithm for output nonlinear autoregressive systems using the input-output data filtering
- Tuning-free filtering for stochastic systems with unmodeled measurement dynamics
- A new heavy-tailed robust Kalman filter with time-varying process bias
- Continuous‐time optimal unbiased FIR filter for input‐delayed systems
- A continuous finite-time convergence fixed-lag FIR smoother using multiple IIR filters
- Data filtering based forgetting factor stochastic gradient algorithm for Hammerstein systems with saturation and preload nonlinearities
- State estimation for bilinear systems through minimizing the covariance matrix of the state estimation errors
- Data filtering based multi-innovation extended gradient method for controlled autoregressive autoregressive moving average systems using the maximum likelihood principle
- A hierarchical least squares identification algorithm for Hammerstein nonlinear systems using the key term separation
- Bayesian state estimation on finite horizons: the case of linear state-space model
- Uncertain disturbed systems: robust \(H_2\)-OUFIR filtering under measurement errors
- A robust global approach for LPV FIR model identification with time-varying time delays
- New gradient based identification methods for multivariate pseudo-linear systems using the multi-innovation and the data filtering
- The bias compensation based parameter and state estimation for observability canonical state-space models with colored noise
- Unified forms for Kalman and finite impulse response filtering and smoothing
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