Optimal memory for discrete-time FIR filters in state-space

IEEE Transactions on Signal Processing

Volumn 62, Issue 3, 2014, Pages 557-561

  Ramirez Echeverria, Felipe ^a   Sarr, Amadou ^b   Shmaliy, Yuriy S ^a  

^a UNIVERSITY OF GUANAJUATO   (Mexico)

^b MCMASTER UNIVERSITY   (Canada)

Author keywords

discrete time; FIR filtering; optimal memory; state space

Indexed keywords

DISCRETE TIME; EFFICIENT ESTIMATOR; FIR FILTERING; HARMONIC MODEL; NOISE STATISTICS; OPTIMAL MEMORY; POLYNOMIAL MODELING; REAL MEASUREMENTS;

FIR FILTERS; STATE SPACE METHODS;

OPTIMIZATION;

EID: 84893347449     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2013.2290504     Document Type: Article

References (10)

1. A. H. Jazwinski, Stochastic Processes and Filtering Theory. New York, NY, USA: Academic, 1970.
2. A. M. Bruckstein and T. Kailath, "Recursive limited memory filtering and scattering theory, " IEEE Trans. Inf. Theory, vol. IT-31, no. 3, pp. 440-443, May 1985. (Pubitemid 16463690)
3. W. H. Kwon, P. S. Kim, and S. H. Han, "A receding horizon unbiased FIR filter for discrete-time state space models, " Automatica, vol. 38, no. 3, pp. 545-551, Mar. 2002. (Pubitemid 34036427)
4. Y. S. Shmaliy, "Linear optimal FIR estimation of discrete time-invariant state-space models, " IEEE Trans. Signal Process., vol. 58, no. 6, pp. 3086-3096, June 2010.
5. P. S. Kim, "An alternative FIR filter for state estimaiton in discretetime systems, " Digit. Signal Process., vol. 20, no. 5, pp. 935-943, May 2010.
6. Y. Kou, Y. Jiao, D. Xu, M. Zhang, Y. Liu, and X. Li, "Low-cost precise measurement of oscillator frequency instability based on GNSS carrier observation, " Adv. Space Res., vol. 51, no. 6, pp. 969-977, 2012.
7. Y. S. Shmaliy, J. Muñoz-Diaz, and L. Arceo-Miquel, "Optimal horizons for a one-parameter family of unbiased FIR filters, " Digit. Signal Process., vol. 18, no. 5, pp. 739-750, Sep. 2008.
8. Y. S. Shmaliy, "An iterative Kalman-like algorithm ignoring noise and initial conditions, " IEEE Trans. Signal Process., vol. 59, no. 6, pp. 2465-2473, Jun. 2011.
9. T. Kailath, A. H. Sayed, and B. Hassibi, Linear Estimation. Upper Saddle River, NJ, USA: Prentice-Hall, 2000.
10. Y. S. Shmaliy and L. J. Morales-Mendoza, "FIR smoothing of discretetime polynomial signals in state space, " IEEE Trans. Signal Process., vol. 58, no. 5, pp. 2544-2555, May 2010.