I. Introduction
There has been recent interest in using optimal finite impulse response (FIR) filters both in signal processing [1]–[4] and receding horizon control [5]–[9]. The interest by no means is excited by inherent bounded input/bounded output stability peculiar to transversal FIR filters. Contrary to the recursive infinite impulse response structures, including the Kalman filter [10], [11], FIR estimators have better robustness against temporary model uncertainties and round-off errors. Also, they can be designed to process signals with noises having arbitrary distributions and covariances.