Minimum Weighted Frobenius Norm Discrete-Time FIR Filter with Embedded Unbiasedness

Keyphrases

• Discrete-time 100%
• Finite Impulse Response Filters 100%
• Weighted Frobenius Norm 100%
• Gain Matrix 50%
• Unbiased Finite Impulse Response Filter 50%
• Filter Gain 50%
• Numerical Examples 25%
• Optimization Problem 25%
• Kalman Filter 25%
• Filter Method 25%
• Design Problems 25%
• State Space 25%
• Equality Constraints 25%
• Receding Horizon 25%
• Maximum Likelihood Estimator 25%
• Performance Criteria 25%
• High Robustness 25%
• Gas Turbine Engine 25%
• Discrete States 25%
• Frobenius Norm 25%
• Minimum Variance Unbiased Estimator 25%
• Lagrange multiplier Method 25%
• FIR Filter Design 25%
• Unbiased FIR Filter 25%

Mathematics

• Discrete Time 100%
• Impulse Response 100%
• Unbiasedness 100%
• Frobenius Norm 100%
• Matrix (Mathematics) 40%
• Numerical Example 20%
• Minimizes 20%
• Maximum Likelihood Estimator 20%
• Variance 20%
• Equality Constraint 20%
• Kalman Filtering 20%
• Lagrange Multiplier Method 20%

Engineering

• Discrete Time 100%
• FIR Filter 100%
• Frobenius Norm 100%
• Filter Gain Matrix 40%
• Numerical Example 20%
• Optimisation Problem 20%
• Kalman Filter 20%
• Maximum Likelihood 20%
• Equality Constraint 20%
• Lagrange Multiplier Method 20%
• Performance Criterion 20%
• Gas Turbine Engine 20%
• Filter Design Problem 20%