Batch Optimal FIR Smoothing: Increasing State Informativity in Nonwhite Measurement Noise Environments
Author:
Affiliation:
1. Key Laboratory of Advanced Process Control for Light Industry (Ministry of Education), Jiangnan University, Wuxi, China
2. Department of Electronic Engineering, Universidad de Guanajuato, Salamanca, GTO, Mexico
Funder
National Natural Science Foundation of China
Natural Science Foundation of Jiangsu Province
Higher Education Discipline Innovation Project
Mexican CONACyTSEP
Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Subject
Electrical and Electronic Engineering,Computer Science Applications,Information Systems,Control and Systems Engineering
Link
http://xplorestaging.ieee.org/ielx7/9424/10116046/09841000.pdf?arnumber=9841000
Reference30 articles.
1. FIR filters and recursive forms for discrete-time state-space models
2. Fast algorithms for optimal FIR filter and smoother of discrete-time state-space models
3. Minimum Variance FIR Smoothers for Discrete-Time State Space Models
4. Order-recursive FIR smoothers
5. Bayesian state estimation on finite horizons: The case of linear state–space model
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