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Equivalence of finite memory filters

机译:等效记忆过滤器

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摘要

The well-known Jazwinski's limited memory filter, Schweppe's finite memory filter, and Kwon's optimal finite impulse response (FIR) filter are compared in the filter structures, system models, and optimality criterions, and are shown to be equivalent on condition that they are applied to the discrete system with no process noise and unknown prior information of the system state. The different properties such as stability and computation burden are briefly discussed. Kwon's optimal FIR filter is shown to have some advantages in terms of stability and modeling constraints
机译:在滤波器的结构,系统模型和最优性准则中比较了著名的Jazwinski的有限存储滤波器,Schweppe的有限存储滤波器和Kwon的最佳有限冲激响应(FIR)滤波器,并且在应用它们的情况下被证明是等效的离散系统,没有过程噪声,并且系统状态的先验信息未知。简要讨论了诸如稳定性和计算负担之类的不同属性。 Kwon的最佳FIR滤波器在稳定性和建模约束方面显示出一些优势

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