Maximum Likelihood FIR Filter for State Space Signal Models

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概要

• 論文の詳細を見る

• In this paper, a new maximum likelihood filter with finite impulse response (FIR) structures is proposed for state space signal models with both system and observation noises. This filter is called the maximum likelihood FIR (MLF) filter. The proposed MLF filter doesn't require a priori information of the window initial state and processes the finite observations on the most recent window linearly. The proposed MLF filter is first represented in a batch form, and then in an iterative form for computational advantage. The proposed MLF filter has good inherent properties such as time-invariance, unbiasedness, deadbeat, robustness. The validity of the proposed MLF filter is illustrated by a computer simulation on a sinusoidal signal.

• 一般社団法人電子情報通信学会の論文
• 2002-07-25

著者

• Kim P

  Samsung Electronics Co. Ltd. Suwon Kor

• Kim Pyungsoo

  Mobile Platform Lab Digital Media R&d Center Samsung Electronics Co. Ltd.

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