Topics in matrix analysis
Discrete-time signal processing (2nd ed.)
Discrete-time signal processing (2nd ed.)
Unbiased FIR filtering of discrete-time polynomial state-space models
IEEE Transactions on Signal Processing
Fir smoothing of discrete-time polynomial signals in state space
IEEE Transactions on Signal Processing
Linear optimal FIR estimation of discrete time-invariant state-space models
IEEE Transactions on Signal Processing
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A smoothing finite impulse response (FIR) filter is addressed for discrete time-invariant state-space polynomial models commonly used to represent signals over finite data. A general gain is derived for the relevant p-lag unbiased smoothing FIR filter. Applications are given for the time interval errors of a local crystal clock and the United States Naval Observatory Master Clock. An excellent performance of the best linear unbiased fit is demonstrated along with its ability to extrapolate linearly the future clock behaviors, as required by the IEEE Standards, that can be used for holdover in digital communications networks.