From: Effect of embedded unbiasedness on discrete-time optimal FIR filtering estimates
Filter | Gain |
---|---|
UFIR | \(\mathbf {K}_{k}^{\mathrm U}=\mathbf {A}^{N-1}\left (\mathbf {C}_{k-l}^{T}\mathbf {C}_{k-l}\right)^{-1}\mathbf {C}_{k-l}^{T}\) |
OFIR-EU | \(\mathbf {K}_{k}^{\text {OEU}}= \mathbf {K}_{k}^{\text {OEUa}}+\mathbf {K}_{k}^{\text {OEUb}}\) |
OFIR | \(\mathbf {K}_{k}^{\mathrm O}= \left (\mathbf {K}_{k}^{\mathrm U}\mathbf {\Delta }_{x}+\bar {\mathbf {B}}_{k-l}\mathbf {\Theta }_{w}\mathbf {H}_{k-l}^{T}\right)\mathbf {\Delta }_{x+w+v}^{-1}\) |