From: Iterative unbiased FIR state estimation: a review of algorithms
Stage | |
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Given: | K, N=constant, q, m=n−N+1⩾0, |
s=m+K−1, m+K⩽l⩽n. | |
Set: | by (75) and G s by (76). |
Update: | , |
, | |
. | |
Instruction: | The algorithm is valid for any n⩾N−1+q. Use the |
smoothed estimate when l=n. The fixed interval | |
of M=N=N opt points is from time index m to n. |