{"id":564,"date":"2015-09-07T10:18:36","date_gmt":"2015-09-07T08:18:36","guid":{"rendered":"https:\/\/samovar2022.int-evry.fr\/index.php\/2015\/09\/07\/optimal-and-unbiased-fir-filtering\/"},"modified":"2020-09-04T18:46:34","modified_gmt":"2020-09-04T16:46:34","slug":"optimal-and-unbiased-fir-filtering","status":"publish","type":"post","link":"https:\/\/samovar.telecom-sudparis.eu\/index.php\/2015\/09\/07\/optimal-and-unbiased-fir-filtering\/","title":{"rendered":"\u00ab\u00a0Optimal and Unbiased FIR Filtering\u00a0\u00bb"},"content":{"rendered":"

Nous avons le plaisir d’accueillir pendant le mois d’ao\u00fbt, le Pr. Yuriy Shmaliy<\/strong>, de l’Universit\u00e9 de Guanajuato au Mexique en tant que professeur invit\u00e9.<\/p>\n

Le jeudi 27 Ao\u00fbt 2015 \u00e0 14h, en salle C06, il pr\u00e9sentera un s\u00e9minaire sur le th\u00e8me de la th\u00e9orie de l’estimation: \u00ab\u00a0Optimal and Unbiased FIR Filtering\u00a0\u00bb (cf. les informations ci-dessous).<\/p>\n

TITRE :<\/strong> Optimal and Unbiased FIR Filtering
\nQUAND :<\/strong> Jeudi 27 Ao\u00fbt 2015, 14h
\nOU :<\/strong> Salle C06
\nQUI :<\/strong> Yuriy SHMALIY, professeur \u00e0 l’universit\u00e9 de Guanajuato, Mexique<\/p>\n

RESUME :<\/strong><\/p>\n

A general linear optimal finite impulse response (OFIR) estimator is considered for filtering, q-lag smoothing, and p-step prediction of discrete time-varying state-space models. An optimal solution is found in the batch form with the mean square initial state function self-determined by solving the discrete algebraic Riccati equation. An unbiased FIR (UFIR) solution is given in the batch and fast iterative form to be independent on noise and initial conditions. The mean square errors in both the OFIR and UFIR estimates is discussed along with the noise power gain and estimate error bound. Based on a number of examples, it is shown that the OFIR and UFIR filters are more robust than the Kalman filter, have better immunity against errors in the noise covariances, and lower round-off errors. <\/p>\n

R\u00e9f\u00e9rences :<\/strong><\/p>\n

Shunyi Zhao, Fei Liu and Y. Shmaliy, \u00ab\u00a0Optimal FIR Estimator for Discrete Time-variant State-Space Model,\u00a0\u00bb 11th International Conference on Electrical Engineering, Computing Science and Automatic Control, 2014.<\/p>\n

Y. Shmaliy, \u00ab\u00a0An iterative Kalman-like algorithm ignoring noise and initial conditions,\u00a0\u00bb IEEE Transactions on Signal Processing, vol. 59, no. 6, June 2011.<\/p>\n

Biographie :<\/strong><\/p>\n

Yuriy S. Shmaliy (M\u201996\u2013SM\u201900\u2013F\u201911) received the B.S., M.S., and Ph.D. degrees in 1974, 1976,<\/p>\n

and 1982, respectively, from the Kharkiv Aviation Institute, Ukraine, all in electrical engineering. He has served as Full Professor since 1986. In 1992, he received the Dc.Sc. degree from the USSR Government. From 1985 to 1999, he was with the Kharkiv Military University. In 1992, he founded the Scientific Center \u201cSichron\u201d where he had been a director by 2002. He has been with the Universidad de Guanajuato of Mexico since 1999 as Professor and since 2012 by 2015 as Head of Electronics Engineering Department. He is now with City University London as a visiting professor.<\/p>\n","protected":false},"excerpt":{"rendered":"

Nous avons le plaisir d’accueillir pendant le mois d’ao\u00fbt, le Pr. Yuriy Shmaliy, de l’Universit\u00e9 de Guanajuato au Mexique en tant que professeur invit\u00e9. Le jeudi 27 Ao\u00fbt 2015 \u00e0 14h, en salle C06, il pr\u00e9sentera un s\u00e9minaire sur le th\u00e8me de la th\u00e9orie de l’estimation: \u00ab\u00a0Optimal and Unbiased FIR Filtering\u00a0\u00bb (cf. les informations ci-dessous). […]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"ocean_post_layout":"","ocean_both_sidebars_style":"","ocean_both_sidebars_content_width":0,"ocean_both_sidebars_sidebars_width":0,"ocean_sidebar":"","ocean_second_sidebar":"","ocean_disable_margins":"enable","ocean_add_body_class":"","ocean_shortcode_before_top_bar":"","ocean_shortcode_after_top_bar":"","ocean_shortcode_before_header":"","ocean_shortcode_after_header":"","ocean_has_shortcode":"","ocean_shortcode_after_title":"","ocean_shortcode_before_footer_widgets":"","ocean_shortcode_after_footer_widgets":"","ocean_shortcode_before_footer_bottom":"","ocean_shortcode_after_footer_bottom":"","ocean_display_top_bar":"default","ocean_display_header":"default","ocean_header_style":"","ocean_center_header_left_menu":"","ocean_custom_header_template":"","ocean_custom_logo":0,"ocean_custom_retina_logo":0,"ocean_custom_logo_max_width":0,"ocean_custom_logo_tablet_max_width":0,"ocean_custom_logo_mobile_max_width":0,"ocean_custom_logo_max_height":0,"ocean_custom_logo_tablet_max_height":0,"ocean_custom_logo_mobile_max_height":0,"ocean_header_custom_menu":"","ocean_menu_typo_font_family":"","ocean_menu_typo_font_subset":"","ocean_menu_typo_font_size":0,"ocean_menu_typo_font_size_tablet":0,"ocean_menu_typo_font_size_mobile":0,"ocean_menu_typo_font_size_unit":"px","ocean_menu_typo_font_weight":"","ocean_menu_typo_font_weight_tablet":"","ocean_menu_typo_font_weight_mobile":"","ocean_menu_typo_transform":"","ocean_menu_typo_transform_tablet":"","ocean_menu_typo_transform_mobile":"","ocean_menu_typo_line_height":0,"ocean_menu_typo_line_height_tablet":0,"ocean_menu_typo_line_height_mobile":0,"ocean_menu_typo_line_height_unit":"","ocean_menu_typo_spacing":0,"ocean_menu_typo_spacing_tablet":0,"ocean_menu_typo_spacing_mobile":0,"ocean_menu_typo_spacing_unit":"","ocean_menu_link_color":"","ocean_menu_link_color_hover":"","ocean_menu_link_color_active":"","ocean_menu_link_background":"","ocean_menu_link_hover_background":"","ocean_menu_link_active_background":"","ocean_menu_social_links_bg":"","ocean_menu_social_hover_links_bg":"","ocean_menu_social_links_color":"","ocean_menu_social_hover_links_color":"","ocean_disable_title":"default","ocean_disable_heading":"default","ocean_post_title":"","ocean_post_subheading":"","ocean_post_title_style":"","ocean_post_title_background_color":"","ocean_post_title_background":0,"ocean_post_title_bg_image_position":"","ocean_post_title_bg_image_attachment":"","ocean_post_title_bg_image_repeat":"","ocean_post_title_bg_image_size":"","ocean_post_title_height":0,"ocean_post_title_bg_overlay":0.5,"ocean_post_title_bg_overlay_color":"","ocean_disable_breadcrumbs":"default","ocean_breadcrumbs_color":"","ocean_breadcrumbs_separator_color":"","ocean_breadcrumbs_links_color":"","ocean_breadcrumbs_links_hover_color":"","ocean_display_footer_widgets":"default","ocean_display_footer_bottom":"default","ocean_custom_footer_template":"","ocean_post_oembed":"","ocean_post_self_hosted_media":"","ocean_post_video_embed":"","ocean_link_format":"","ocean_link_format_target":"self","ocean_quote_format":"","ocean_quote_format_link":"post","ocean_gallery_link_images":"on","ocean_gallery_id":[],"footnotes":""},"categories":[382],"tags":[],"class_list":["post-564","post","type-post","status-publish","format-standard","hentry","category-seminaires-2015-istec-fr","entry"],"_links":{"self":[{"href":"https:\/\/samovar.telecom-sudparis.eu\/index.php\/wp-json\/wp\/v2\/posts\/564","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/samovar.telecom-sudparis.eu\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/samovar.telecom-sudparis.eu\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/samovar.telecom-sudparis.eu\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/samovar.telecom-sudparis.eu\/index.php\/wp-json\/wp\/v2\/comments?post=564"}],"version-history":[{"count":1,"href":"https:\/\/samovar.telecom-sudparis.eu\/index.php\/wp-json\/wp\/v2\/posts\/564\/revisions"}],"predecessor-version":[{"id":1761,"href":"https:\/\/samovar.telecom-sudparis.eu\/index.php\/wp-json\/wp\/v2\/posts\/564\/revisions\/1761"}],"wp:attachment":[{"href":"https:\/\/samovar.telecom-sudparis.eu\/index.php\/wp-json\/wp\/v2\/media?parent=564"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/samovar.telecom-sudparis.eu\/index.php\/wp-json\/wp\/v2\/categories?post=564"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/samovar.telecom-sudparis.eu\/index.php\/wp-json\/wp\/v2\/tags?post=564"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}