Optimal memory for discrete-time FIR filters in state-space

Felipe Ramirez-Echeverria, Amadou Sarr, Yuriy S. Shmaliy

Research output: Contribution to journalArticle

73 Citations (Scopus)

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 languageEnglish
Article number6658901
Pages (from-to)557-561
Number of pages5
JournalIEEE Transactions on Signal Processing
Volume62
Issue number3
DOIs
Publication statusPublished - Feb 1 2014

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Keywords

  • discrete time
  • FIR filtering
  • optimal memory
  • state space

ASJC Scopus subject areas

  • Signal Processing
  • Electrical and Electronic Engineering

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