Equivalence of finite memory filters

Author

Kwon, W. ; Suh, Young Soo ; Lee, Young Il ; Kwon, Oh Kee

Author_Institution

ERC for Adv. Control & Instrum., Seoul Nat. Univ.

Volume

30

Issue

3

fYear

1994

fDate

7/1/1994 12:00:00 AM

Firstpage

968

Lastpage

972

Abstract

The well-known Jazwinski´s limited memory filter, Schweppe´s finite memory filter, and Kwon´s optimal finite impulse response (FIR) filter are compared in the filter structures, system models, and optimality criterions, and are shown to be equivalent on condition that they are applied to the discrete system with no process noise and unknown prior information of the system state. The different properties such as stability and computation burden are briefly discussed. Kwon´s optimal FIR filter is shown to have some advantages in terms of stability and modeling constraints

Keywords

digital filters; equivalence classes; Jazwinski; Kwon; Schweppe; discrete system; finite memory filters; limited memory filter; modeling constraints; optimal FIR filter; optimal finite impulse response filter; optimality criterions; process noise; stability; system models; Covariance matrix; Finite impulse response filter; Gaussian noise; Gaussian processes; Information filtering; Information filters; Noise measurement; Numerical stability; Random variables; State estimation;

fLanguage

English

Journal_Title

Aerospace and Electronic Systems, IEEE Transactions on

Publisher

ieee

ISSN

0018-9251

Type

jour

DOI

10.1109/7.303774

Filename

303774