1. Optimal Memory for Discrete-Time FIR Filters in State-Space.
- Author
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Ramirez-Echeverria, Felipe, Sarr, Amadou, and Shmaliy, Yuriy S.
- Subjects
- *
POLYNOMIALS , *KALMAN filtering , *ORTHOGONAL decompositions , *SAMPLING errors , *STATE-space methods - Abstract
In this correspondence, we propose an efficient estimator of optimal memory (averaging interval) for discrete-time finite impulse response (FIR) filters in state-space. Its crucial property is that only real measurements and the filter output are involved with no reference and noise statistics. Testing by the two-state polynomial model has shown a very good correspondence with predicted values. Even in the worst case of the harmonic model, the estimator demonstrates practical applicability. [ABSTRACT FROM AUTHOR]
- Published
- 2014
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