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
An alternative FIR filter for state estimation in discrete-time systems
Digital Signal Processing
Linear optimal FIR estimation of discrete time-invariant 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)
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We address and study a new Kalman-like estimator for solving universally the problems of filtering (p = 0), prediction (p 0), and smoothing (p