Batch Optimal FIR Smoothing: Increasing State Informativity in Nonwhite Measurement Noise Environments

Strictly nonwhite measurement noise (NMN) is observed in many industrial processes. Therefore, effective smoothing is often required to extract useful information about the process state with maximum accuracy. This article proposes a batch q-lag optimal finite impulse response (OFIR) smoother, opera...

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Veröffentlicht in:	IEEE transactions on industrial informatics 2023-05, Vol.19 (5), p.6993-7001
Hauptverfasser:	Zhao, Shunyi, Shmaliy, Yuriy S., Liu, Fei
Format:	Artikel
Sprache:	eng
Schlagworte:	Covariance matrices Covariance matrix Finite impulse response filters Helicopters Impulse response Informatics Noise measurement Noise reduction Nonwhite measurement noise (NMN) optimal finite impulse response (OFIR) smoother Process control Rauch–Tung–Striebel (RTS) smoother Smoothing Smoothing methods unbiased FIR (UFIR) smoother
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