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Table 2 Different FIR filter gains

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

\(\mathbf {K}_{k}^{\mathrm O}= \left (\mathbf {K}_{k}^{\mathrm U}\mathbf {\Delta }_{x}+\bar {\mathbf {B}}_{k-l}\mathbf {\Theta }_{w}\mathbf {H}_{k-l}^{T}\right)\mathbf {\Delta }_{x+w+v}^{-1}\)