Matrix computations (3rd ed.)
Fuzzy Control
Optimal horizons for a one-parameter family of unbiased FIR filters
Digital Signal Processing
Unbiased FIR filtering of discrete-time polynomial state-space models
IEEE Transactions on Signal Processing
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This paper discusses applications of the the fast recursive p-shift finite impulse response (FIR) estimation algorithm of the clock current state employing measurement of the time interval error. The algorithm is consistent with the best linear unbiased estimator, does not depend on noise and initial conditions, has the form of the Kalman one, and becomes optimal on large averaging horizons. It can straightforwardly be applied for filtering (p = 0), prediction (p 0), and smoothing (p