NDLI: Unbiased, optimal, and in-betweens: the trade-off in discrete finite impulse response filtering

Content Provider	IET Digital Library
Author	Zhao, Shunyi Shmaliy, Yuriy S. Liu, Fei Khan, Sanowar H.
Abstract	In this survey, the authors examine the trade-off between the unbiased, optimal, and in-between solutions in finite impulse response (FIR) filtering. Specifically, they refer to linear discrete real-time invariant state-space models with zero mean noise sources having arbitrary covariances (not obligatorily delta shaped) and distributions (not obligatorily Gaussian). They systematically analyse the following batch filtering algorithms: unbiased FIR (UFIR) subject to the unbiasedness condition, optimal FIR (OFIR) which minimises the mean square error (MSE), OFIR with embedded unbiasedness (EU) which minimises the MSE subject to the unbiasedness constraint, and optimal UFIR (OUFIR) which minimises the MSE in the UFIR estimate. Based on extensive investigations of the polynomial and harmonic models, the authors show that the OFIR-EU and OUFIR filters have higher immunity against errors in the noise statistics and better robustness against temporary model uncertainties than the OFIR and Kalman filters.
Starting Page	325
Ending Page	334
Page Count	10
ISSN	17519675
Volume Number	10
e-ISSN	17519683
Issue Number	Issue 4, Jun (2016)
Alternate Webpage(s)	https://digital-library.theiet.org/content/journals/iet-spr/10/4
Alternate Webpage(s)	https://digital-library.theiet.org/content/journals/10.1049/iet-spr.2015.0360
Journal	IET Signal Processing
Publisher Date	2016-06-01
Access Restriction	Open
Rights Holder	© The Institution of Engineering and Technology
Subject Keyword	Arbitrary Covariance Covariance Analysis Discrete Finite Impulse Response Filtering Embedded Unbiasedness Filtering Method in Signal Processing FIR Filter Harmonic Analysis Harmonic Model Interpolation And Function Approximation Kalman Filter Linear Discrete Real-time Invariant State-Space Model Mean Square Error Method MSE Method Noise Statistics Numerical Analysis OFIR Filtering Optimal FIR Filtering Polynomial Signal Processing Theory Statistics UFIR Filtering Unbiased FIR Filtering Zero Mean Noise Source
Content Type	Text
Resource Type	Article
Subject	Signal Processing Electrical and Electronic Engineering

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