Title :
Studies of optimal memory for discrete-time fir filters in state-space
Author :
Ramirez-Echeverria, Felipe ; Sarr, Amadou ; Ibarra-Manzano, Oscar G. ; Shmaliy, Yuriy S.
Author_Institution :
Dept. of Electron., Guanajuato Univ., Salamanca, Mexico
Abstract :
We address two efficient estimators of optimal memory for FIR filters in discrete-time state-space via the conditional mean square error and real measurement. In the latter case, the algorithm does not involve neither a reference nor the noise covariances, but requires a learning circle. Although a justification has been provided for the Kalman-like unbiased FIR filter, the estimators can be used universally. Testing by the two-state polynomial model has shown a very good correspondence with the predicted values.
Keywords :
FIR filters; discrete time filters; mean square error methods; state-space methods; Kalman-like unbiased FIR filter; conditional mean square error; discrete time FIR filter; optimal memory; state-space estimation; Estimation; Finite impulse response filter; Harmonic analysis; Noise; Noise reduction; Polynomials; Signal processing algorithms; FIR filtering; optimal memory; unbiased Kalman-like filter;
Conference_Titel :
Statistical Signal Processing Workshop (SSP), 2012 IEEE
Conference_Location :
Ann Arbor, MI
Print_ISBN :
978-1-4673-0182-4
Electronic_ISBN :
pending
DOI :
10.1109/SSP.2012.6319701