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Determining the Initial States in Forward-Backward Filtering

Abstract

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

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Digitala Vetenskapliga Arkivet - Academic Archive On-line

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Last time updated on 25/05/2016

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