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1 October 1990 Finite impulse response estimator (FIRE)
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An attempt is made to combine a deterministic digital filter and a stochastic filter. The state equation is the standard form used for a Kalman filter deriva— tion and the output equation is of the finite impulse response filter. An optimal estimator is derived for this combined structure, called a finite impulse response estimator (FIRE) which permits processing of a signal contaminated by deterministic and random noises. Derivation of the FIRE utilizes the state augmentation technique and the innovation technique. The proposed method is straight forward and easy to implement and it can be applied to areas such as time varying signal processing or target tracking where radar 'returns are contaminated by low frequency noises. Full derivation and a tracking application are presented.
© (1990) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE). Downloading of the abstract is permitted for personal use only.
K. Kim "Finite impulse response estimator (FIRE)", Proc. SPIE 1305, Signal and Data Processing of Small Targets 1990, (1 October 1990);


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