Optimal Memory for Discrete-Time FIR Filters in State-Space

被引：91

作者：

Ramirez-Echeverria, Felipe ^{[1
]}

Sarr, Amadou ^{[2
]}

Shmaliy, Yuriy S. ^{[1
]}

机构：

[1] Univ Guanajuato, Dept Elect Engn, Salamanca 36885, Mexico

[2] McMaster Univ, Dept Math & Stat, Hamilton, ON L8S 4L8, Canada

来源：

IEEE TRANSACTIONS ON SIGNAL PROCESSING | 2014年 / 62卷 / 03期

关键词：

FIR filtering; optimal memory; state space; discrete time;

D O I：

10.1109/TSP.2013.2290504

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

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.

引用

页码：557 / 561

页数：5

共 50 条

[1] STUDIES OF OPTIMAL MEMORY FOR DISCRETE-TIME FIR FILTERS IN STATE-SPACE
Ramirez-Echeverria, Felipe
Sarr, Amadou
Ibarra-Manzano, Oscar G.
Shmaliy, Yuriy S.
[J]. 2012 IEEE STATISTICAL SIGNAL PROCESSING WORKSHOP (SSP), 2012, : 349 - 352
[2] Studies of Discrete-Time Unbiased FIR Filters of Polynomial State-Space Models
Shmaliy, Yuriy S.
Ibarra-Manzano, Oscar
[J]. MELECON 2010: THE 15TH IEEE MEDITERRANEAN ELECTROTECHNICAL CONFERENCE, 2010, : 12 - 17
[3] Optimal gains of FIR estimators for a class of discrete-time state-space models
Shmaliy, Yuriy S.
[J]. IEEE SIGNAL PROCESSING LETTERS, 2008, 15 : 517 - 520
[4] FAST ALGORITHMS FOR OPTIMAL FIR FILTER AND SMOOTHER OF DISCRETE-TIME STATE-SPACE MODELS
KWON, WH
LEE, KS
LEE, JH
[J]. AUTOMATICA, 1994, 30 (03) : 489 - 492
[5] Unbiased FIR Filtering of Discrete-Time Polynomial State-Space Models
Shmaliy, Yuriy S.
[J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2009, 57 (04) : 1241 - 1249
[6] OPTIMAL FIR FILTERS FOR TIME-VARYING STATE-SPACE MODELS
KWON, WH
LEE, KS
KWON, OK
[J]. IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS, 1990, 26 (06) : 1011 - 1021
[7] FIR SMOOTHING OF DISCRETE-TIME STATE-SPACE MODELS WITH APPLICATIONS TO CLOCKS
Ibarra-Manzano, Oscar
Morales-Mendoza, Luis
Shmaliy, Yuriy S.
[J]. 19TH EUROPEAN SIGNAL PROCESSING CONFERENCE (EUSIPCO-2011), 2011, : 1800 - 1804
[8] FIR FILTERS AND RECURSIVE FORMS FOR DISCRETE-TIME STATE - SPACE MODELS
KWON, OK
KWON, WH
LEE, KS
[J]. AUTOMATICA, 1989, 25 (05) : 715 - 728
[9] Finite memory controls for discrete-time state-space systems
Han, S.
[J]. IET CONTROL THEORY AND APPLICATIONS, 2012, 6 (05): : 744 - 750
[10] New H∞ FIR smoother for linear discrete-time state-space models
Ahn, ChoonKi
Han, SooHee
[J]. IEICE TRANSACTIONS ON COMMUNICATIONS, 2008, E91B (03) : 896 - 899

← 1 2 3 4 5 →