FIR filters and recursive forms for discrete-time state-space models
Automatica (Journal of IFAC)
Digital Signal and Image Processing
Digital Signal and Image Processing
Positive Trigonometric Polynomials and Signal Processing Applications
Positive Trigonometric Polynomials and Signal Processing Applications
Unbiased FIR filtering of discrete-time polynomial state-space models
IEEE Transactions on Signal Processing
Brief A receding horizon unbiased FIR filter for discrete-time state space models
Automatica (Journal of IFAC)
Linear optimal FIR estimation of discrete time-invariant state-space models
IEEE Transactions on Signal Processing
Studies of the noise power gain as a measure of errors for discrete-time transversal estimators
NEHIPISIC'11 Proceeding of 10th WSEAS international conference on electronics, hardware, wireless and optical communications, and 10th WSEAS international conference on signal processing, robotics and automation, and 3rd WSEAS international conference on nanotechnology, and 2nd WSEAS international conference on Plasma-fusion-nuclear physics
Discrete p-lag FIR smoothing of polynomial state-space models with applications to clock errors
NEHIPISIC'11 Proceeding of 10th WSEAS international conference on electronics, hardware, wireless and optical communications, and 10th WSEAS international conference on signal processing, robotics and automation, and 3rd WSEAS international conference on nanotechnology, and 2nd WSEAS international conference on Plasma-fusion-nuclear physics
Smoothing of ultrasound images with the p-lag FIR structures
TELE-INFO'11/MINO'11/SIP'11 Proceedings of the 10th WSEAS international conference on Telecommunications and informatics and microelectronics, nanoelectronics, optoelectronics, and WSEAS international conference on Signal processing
Filtering of discrete-time state-space models with the p-shift Kalman-like unbiased FIR algorithm
TELE-INFO'11/MINO'11/SIP'11 Proceedings of the 10th WSEAS international conference on Telecommunications and informatics and microelectronics, nanoelectronics, optoelectronics, and WSEAS international conference on Signal processing
Efficient denoising of piecewise-smooth signals with forward-backward FIR smoothers
AMERICAN-MATH'12/CEA'12 Proceedings of the 6th WSEAS international conference on Computer Engineering and Applications, and Proceedings of the 2012 American conference on Applied Mathematics
Unified forms for Kalman and finite impulse response filtering and smoothing
Automatica (Journal of IFAC)
Hi-index | 35.70 |
We address a smoothing finite impulse response (FIR) filtering solution for deterministic discrete-time signals represented in state space with finite-degree polynomials. The optimal smoothing FIR filter is derived in an exact matrix form requiring the initial state and the measurement noise covariance function. The relevant unbiased solution is represented both in the matrix and polynomial forms that do not involve any knowledge about measurement noise and initial state. The unique l-degree unbiased gain and the noise power gain are derived for a general case. The widely used low-degree gains are investigated in detail. As an example, the best linear fit is provided for a two-state clock error model.