FIR implementation of the Steady-State Kalman Filter
Nicholas Assimakis, Μαρία Αδάμ · International Journal of Signal and Imaging Systems Engineering · 2008
In this paper, an FIR implementation for the Steady-State Kalman Filter (SSKF) is proposed. The method requires the knowledge of a subset of previous time measurements. The proposed algorithm is faster than the classical one, especially for large estimation time. The proposed implementation is also applicable to periodic models.