Ultimate iterative UFIR filtering algorithm

Measurements are often provided in the presence of noise and uncertainties that require optimal filters to estimate processes with highest accuracy. The ultimate iterative unbiased finite impulse response (UFIR) filtering algorithm presented in this paper is more robust in real world than the Kalman filter. It completely ignores the noise statistics and initial values while demonstrating better accuracy under the mismodeling and temporary uncertainties and lower sensitivity to errors in the noise statistics.