Finite impulse response estimator
Kwang H. Kim, Bahram Shafai · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 1990
An attempt is made to combine a deterministic digital filter and a stochastic filter. The state equation is the standard form used for a Kalman filter derivation and the output equation is of the finite impulse response filter. An optimal estimator is derived for this combined structure, called a finite impulse response estimator (FIRE) which permits processing of a signal contaminated by deterministic and random noises. Derivation of the FIRE utilizes the state augmentation technique and the innovation technique. The proposed method is straight forward and easy to implement and it can be applied to areas such as time varying signal processing or target tracking where radar 'returns are contaminated by low frequency noises. Full derivation and a tracking application are presented.© (1990) COPYRIGHT SPIE--The International Society for Optical Engineering. Downloading of the abstract is permitted for personal use only.