Abstract
In this correspondence, we propose an efficient estimator of optimal memory (averaging interval) for discrete-time finite impulse response (FIR) filters in state-space. Its crucial property is that only real measurements and the filter output are involved with no reference and noise statistics. Testing by the two-state polynomial model has shown a very good correspondence with predicted values. Even in the worst case of the harmonic model, the estimator demonstrates practical applicability.
Original language | English |
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Article number | 6658901 |
Pages (from-to) | 557-561 |
Number of pages | 5 |
Journal | IEEE Transactions on Signal Processing |
Volume | 62 |
Issue number | 3 |
DOIs | |
Publication status | Published - Feb 1 2014 |
Externally published | Yes |
Keywords
- FIR filtering
- discrete time
- optimal memory
- state space
ASJC Scopus subject areas
- Signal Processing
- Electrical and Electronic Engineering