Determining the initial states in forward-backward filtering

被引:343
作者
Gustafsson, F
机构
[1] Department of Electrical Engineering, Linköping University, Linköping
关键词
D O I
10.1109/78.492552
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
Forward-backward filtering is a common tool in off-line filtering for implementing noncausal filters. Filtering first forward and then backward or the other way around does not generally give the same result. Here, we propose a method to choose the initial state to obtain uniqueness and to remove transients at both ends.
引用
收藏
页码:988 / 992
页数:5
相关论文
共 2 条
[1]  
KAILATH T, 1981, LECTURES WIENER KALM
[2]  
*MATHW INC, 1993, MATLAB SIGN PROC TOO