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This paper proposes a new version of the receding horizon Kalman FIR (RHKF) filter called M-step Kalman FIR filter. The proposed filter is with an FIR filter form and can be represented in an iterative form as well as in a standard FIR form. The proposed filter can be implemented in parallel which is call parallel M-step Kalman FIR filter and thus the computation time can be reduced compared with...
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