Minimum-time filter for discrete linear time-varying system

The new filter presented gives the unbiased estimates in at most v/sub 0/ steps for completely observable discrete linear time-varying systems with the observability index v/sub 0/. When applied to a completely observable discrete linear time-varying deterministic system, the proposed filter becomes a minimum-time deadbeat observer. The procedure for the implementation of the proposed filter is greatly simplified since all the calculations are in a recursive form.<>