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Time-Domain FIR Filters for Stochastic and Deterministic Systems

  • Wook Hyun Kwon
  • Soo Hee Han
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Part of the Trends in Mathematics book series (TM)

Abstract

In this paper, several FIR filters based on the time-domain are proposed for stochastic and deterministic systems. For state space signal models, FIR filters with linear structure are required to be independent of the initial state and to minimize the given optimal criteria subject to being unbiased for stochastic systems and quasi-deadbeat for deterministic systems. The concept of FIR filter design is shown to be applicable to parameter estimation problems.

Keywords

Time domain Finite Impulse Response Initial state independence Unbiased Quasi-deadbeat 

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Copyright information

© Springer Science+Business Media New York 2003

Authors and Affiliations

  • Wook Hyun Kwon
    • 1
  • Soo Hee Han
    • 1
  1. 1.Control Information Systems Lab. School of Electrical Engr. and Computer ScienceSeoul National UniversitySeoulKorea

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