From: Effect of embedded unbiasedness on discrete-time optimal FIR filtering estimates
Stage
Given:
\(N \geqslant n,~~l=k-N+1\)
Find:
\(\mathbf {K}_{k}^{\text {OEUa}}\) by (30) and \(\mathbf {K}_{k}^{\text {OEUb}}\) by (31)
Compute:
\(\hat {\mathbf {x}}_{k|k}=(\mathbf {K}_{k}^{\text {OEUa}}+\mathbf {K}_{k}^{\text {OEUb}})\mathbf {Y}_{k,l}\)
