제어로봇시스템학회:학술대회논문집
- 제어로봇시스템학회 1996년도 한국자동제어학술회의논문집(국내학술편); 포항공과대학교, 포항; 24-26 Oct. 1996
- /
- Pages.980-983
- /
- 1996
이산시간 무편향 선형 최적 유한구간 필터
Discrete-time BLUFIR filter
초록
A new version of the discrete-time optimal FIR (finite impulse response) filter utilizing only the measurements of finite sliding estimation window is suggested for linear time-invariant state-space models. This filter is called the BLUFIR (best linear unbiased finite impulse response) filter since it provides the BLUE (best linear unbiased estimate) of the state obtained from the measurements of the estimation window. It is shown that the BLUFIR filter has the deadbeat property when there are no noises in the estimation window.