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Register a new userOn Kalman-Like Finite Impulse Response Filters
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Added by
Lubin Chang
Publication date
2015
fields
Informatics Engineering
and research's language is
English
Authors
Lubin Chang
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This note reveals an explicit relationship between two representative finite impulse response (FIR) filters, i.e. the newly derived and popularized Kalman-Like unbiased FIR filter (UFIR) and the receding horizon Kalman FIR filter (RHKF). It is pointed out that the only difference of the two algorithms lies in the noise statistics ignorance and appropriate initial condition construction strategy in UFIR. The revelation can benefit the performance improvement of one by drawing lessons from the other. Some interesting conclusions have also been drawn and discussed from this revelation.
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