Optimal and Robust State Estimation

Finite Impulse Response (Fir) and Kalman Approaches

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A unified and systematic theoretical framework for solving problems related to finite impulse response (FIR) estimateOptimal and Robust State Estimation: Finite Impulse Response (FIR) and Kalman Approaches is a comprehensive investigation into batch state estimators and recursive forms. The work begins by introducing the reader to the state estimation approach and provides a brief historical overview. Next, the work discusses the specific properties of finite impulse response (FIR) state estimators. Further chapters give the basics of probability and stochastic processes, discuss the available...