Fast Kalman-Like Optimal Unbiased FIR Filtering With Applications - Shunyi Zhao; Shmaliy, Yuriy S.; Fei Liu (IEEE transactions on signal processing, 2016)
Keywords: Cost function; Finite impulse response filters; Kalman filter; Kalman filters; Mean square error methods; Mean square errors; optimal FIR filter; Robustness; Signal processing algorithms; State-space; tracking; unbiased FIR filter; Uncertainty