Abstract
In this review paper, the finite memory structure(FMS) filter is represented by various forms such as iterative form, matrix form and summation form for discrete-time state-space model in white Gaussian noise environments. These various forms can provide a comprehensive understanding of FMS filtering algorithms. In particular, in case of summation form, the FMS filter is newly extended with consideration of a control input. Simulation results for a sinusoidal signal model show that the FMS filter can be better than the infinite memory structure(IMS) filter for the temporarily uncertain system.
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