Determining the initial states in forward-backward filtering

  • Authors:
  • F. Gustafsson

  • Affiliations:
  • Dept. of Electr. Eng., Linkoping Univ.

  • Venue:
  • IEEE Transactions on Signal Processing
  • Year:
  • 1996

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Abstract

Forward-backward filtering is a common tool in off-line filtering for implementing noncausal filters. Filtering first forward and then backward or the other way around does not generally give the same result. Here, we propose a method to choose the initial state to obtain uniqueness and to remove transients at both ends