Derivation of a stable recursive form of FIR filter/FIR smoother

Author

Kim, Jae-Hun ; Lyou, Joon

Author_Institution

Agency for Defense Dev., Taejeon, South Korea

fYear

2001

fDate

2001

Firstpage

277

Lastpage

281

Abstract

Kwon et al. (1989) derived a recursive adjoint form of FIR filter and smoother for discrete-time state-space models. Even though it is algebraically identical to the FIR filter and the FIR smoother, unfortunately it is pointed out to be numerically unstable. This makes the recursive estimator (RFIR) seldomly used in real applications. So we have devised a stable recursive estimator (SRFIR) which can supplement the RFIR so that it could be stabilized, and show that the SRFIR has unbiased and minimum variance error

Keywords

FIR filters; recursive estimation; smoothing methods; stability; FIR filter; FIR smoother; discrete-time state-space models; minimum variance error; stable recursive estimator; unbiased error; Covariance matrix; Equations; Filtering; Finite impulse response filter; Frequency; Nonlinear filters; Recursive estimation; Robust stability; Signal design; Signal processing;

fLanguage

English

Publisher

ieee

Conference_Titel

SICE 2001. Proceedings of the 40th SICE Annual Conference. International Session Papers

Conference_Location

Nagoya

Print_ISBN

0-7803-7306-5

Type

conf

DOI

10.1109/SICE.2001.977846

Filename

977846

Link To Document

https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2130124