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New Results in Sridhar Filtering Theory

✍ Scribed by Ahmed S. Abutaleb


Publisher
Elsevier Science
Year
1986
Tongue
English
Weight
693 KB
Volume
322
Category
Article
ISSN
0016-0032

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✦ Synopsis


A nonlinear adaptive Jilter is introduced and applied to the classical problem of detecting a sinusoidal signal, with unknown frequency, in white noise. Thejlter is basically a new result in what is known as Sridhar$ltering theory. In the derivation of thejilter, called the "Pontryagin .filter", the Pontryagin minimum principle and the method of invariant imbedding are used. The stability, bias and convergence properties are also studied and presented.


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