FIR Smoothing of Discrete-Time Polynomial Signals in State Space
作者： Yuriy S. Shmaliy , Luis J. Morales-Mendoza
关键词: Noise 、 Smoothing 、 Polynomial 、 Finite impulse response 、 Noise measurement 、 Applied mathematics 、 Covariance 、 Control theory 、 State space 、 Mathematics 、 Digital filter
摘要: We address a smoothing finite impulse response (FIR) filtering solution for deterministic discrete-time signals represented in state space with finite-degree polynomials. The optimal FIR filter is derived an exact matrix form requiring the initial and measurement noise covariance function. relevant unbiased both polynomial forms that do not involve any knowledge about state. unique l-degree gain power are general case. widely used low-degree gains investigated detail. As example, best linear fit provided two-state clock error model.
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