An iterative kalman-like algorithm ignoring noise and initial conditions

IEEE Transactions on Signal Processing

Volumn 59, Issue 6, 2011, Pages 2465-2473

  Shmaliy, Yuriy S ^a  

^a UNIVERSITY OF GUANAJUATO   (Mexico)

Author keywords

Error bound; Kalman like algorithm; noise power gain; unbiased FIR estimator

Indexed keywords

COMPUTATIONALLY EFFICIENT; ERROR BOUND; FINITE-IMPULSE RESPONSE; GAUSSIANS; INITIAL CONDITIONS; KALMAN-LIKE ALGORITHM; MEASUREMENT NOISE; NOISE COVARIANCE; NOISE POWER GAIN; NON-GAUSSIAN; NUMERICAL STUDIES; STATE SPACE; TIME-VARYING FILTERING; UNBIASED ESTIMATOR; UNBIASED FIR ESTIMATOR;

IMPULSE RESPONSE;

ALGORITHMS;

EID: 79957508350     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2011.2129516     Document Type: Article

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