Title :
Order-recursive FIR smoothers
Author :
Yuan, Jenq-Tay ; Stuller, John A.
Author_Institution :
Dept. of Electr. Eng., Fu Jen Catholic Univ., Taipei, Taiwan
fDate :
5/1/1994 12:00:00 AM
Abstract :
This paper introduces order-recursive FIR smoothers and shows that order-recursive FIR filters are special forms that occur when no future data values are used to estimate the signal. The formulation leads naturally to generalizations of the concepts of prediction-error basis and Cholesky factorization which are well known in FIR filter design
Keywords :
digital filters; estimation theory; Cholesky factorization; FIR filter design; lattice filters; order-recursive FIR filters; order-recursive FIR smoothers; prediction-error basis; signal sequence estimation; Adaptive filters; Estimation error; Filtering; Finite impulse response filter; Kalman filters; Lattices; Maximum likelihood detection; Nonlinear filters; Parameter estimation; Signal processing algorithms;
Journal_Title :
Signal Processing, IEEE Transactions on
