By Topic

FIR filters and recursive forms for continuous time-invariant state-space models

Sign In

Full text access may be available.

To access full text, please use your member or institutional sign in.

Formats Non-Member Member
$33 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Wook Kwon ; Seoul National University, Seoul, South Korea ; Oh Kwon

An FIR (finite impulse response) filter and an FIR smoother are introduced for continuous time-invariant state-space models. It is shown in this note that finite impulse responses of the FIR filter and smoother can be easily determined by solving a simple Riccati-type matrix differential equation on a finite interval. Especially for systems with stationary processes, finite impulse responses of the FIR filter and smoother become time-invariant and can be computed from simpler equations. For fast computational purposes, recursive forms of the FIR filter and smoother are derived by using adjoint variables. In this case all gains for recursive forms are shown to be constant.

Published in:

IEEE Transactions on Automatic Control  (Volume:32 ,  Issue: 4 )