Unbiased Finite Impluse Response Filtering: An Iterative Alternative to Kalman Filtering Ignoring Noise and Initial Conditions
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DOI: 10.1109/mcs.2017.2718830
Abstract: If a system and its observation are both represented in state space with linear equations, the system noise and the measurement noise are white, Gaussian, and mutually uncorrelated, and the system and measurement noise statistics… read more here.
Keywords: system; response; finite impluse; response filtering ... See more keywords