FIR filters and recursive forms for discrete-time state-space models

DOI10.1016/0005-1098(89)90027-7MaRDI QIDQ912062zbMATH OpenOpenAlexFDO

Authors Oh-Kyu Kwon, Kyu Seung Lee, Wook Hyun Kwon

Publication date 1989

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(89)90027-7

zbMATH Keywords

BIBO stabilityfilter divergencefinite impulse responseFIR smootherrecursive formsrobustnesssignal processingstate estimation

Mathematics Subject Classification ID

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

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Cites work

• Extended Levinson and Chandrasekhar equations for general discrete-time linear estimation problems
• Fast time-invariant implementations for linear least-squares smoothing filters
• FIR filters and recursive forms for continuous time-invariant state-space models
• scientific article; zbMATH DE number 3562910 (Why is no real title available?)
• On feedback stabilization of time-varying discrete linear systems
• On optimal stochastic midcourse guidance
• On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix
• On the stability of fixed-lag smoothing algorithms
• Solution of Linear Equations with Rational Toeplitz Matrices
• Some new algorithms for recursive estimation in constant, linear, discrete-time systems
• Stabilizing state-feedback design via the moving horizon method
• Stochastic processes and filtering theory
• Weighting Coefficients for the Prediction of Stationary Time Series from the Finite Past

Cited in

(17)

• Fast algorithms for optimal FIR filter and smoother of discrete-time state-space models
• A finite memory structure smoother with recursive form using forgetting factor
• Receding horizon unbiased FIR filters and their application to sea target tracking
• A continuous finite-time convergence fixed-lag FIR smoother using multiple IIR filters
• Minimum variance unbiased FIR filter for discrete time-variant systems
• Recursive nonlinear filter for a continuous discrete-time model: separation of parameters and observations
• FIR filters and recursive forms for continuous time-invariant state-space models
• Time-variant linear optimal finite impulse response estimator for discrete state-space models
• Receding horizon filtering for a class of discrete time-varying nonlinear systems with multiple missing measurements
• Fast bias-constrained optimal FIR filtering for time-invariant state space models
• Estimation and detection of unknown inputs using optimal FIR filter
• 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
• FIR stabilization in discrete one-sided model-matching problems
• Robust H₂-finite impulse response state observers for uncertain and disturbed systems with applications to quasi-periodic processes
• Modeling continuous-time processes via input-to-state filters

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