FIRE is an optimal filter structure combining a deterministic digital
filter and a stochastic filter. A model of the system is described by
a state equation and the output of the system is modeled by an FIR Alt
er. This integrated structure has demonstrated the capability of proce
ssing signals contaminated by deterministic band-limited harmonic nois
es as well as random Gaussian noises. This correspondence shows the de
rivation of FIRE and provides the simulation results for its tracking
application.