Order-recursive FIR smoothers

This paper introduces order-recursive FIR smoothers and shows that order-recursive FIR filters are special forms that occur when no future data values are used to estimate the signal. The formulation leads naturally to generalizations of the concepts of prediction-error basis and Cholesky factorizat...

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Bibliographic Details
Published in:IEEE transactions on signal processing 1994-05, Vol.42 (5), p.1242-1246
Main Authors: Jenq-Tay Yuan, Stuller, J.A.
Format: Article
Language:English
Subjects:
Adaptive filters
Applied sciences
Detection, estimation, filtering, equalization, prediction
Estimation error
Exact sciences and technology
Filtering
Finite impulse response filter
Information, signal and communications theory
Kalman filters
Lattices
Maximum likelihood detection
Nonlinear filters
Parameter estimation
Signal and communications theory
Signal processing algorithms
Signal, noise
Telecommunications and information theory
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Summary:This paper introduces order-recursive FIR smoothers and shows that order-recursive FIR filters are special forms that occur when no future data values are used to estimate the signal. The formulation leads naturally to generalizations of the concepts of prediction-error basis and Cholesky factorization which are well known in FIR filter design.< >
ISSN:1053-587X
1941-0476
DOI:10.1109/78.295191