Optimal filtering algorithm using covariance information in linear discrete-time distributed parameter systems
β Scribed by Seiichi Nakamori
- Publisher
- Elsevier Science
- Year
- 1993
- Tongue
- English
- Weight
- 851 KB
- Volume
- 33
- Category
- Article
- ISSN
- 0165-1684
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
The estimation problem of a signal is considered for the white Gaussian observation noise in linear continuous systems. At first, the recursive fixed-point smoother and filter are designed using the covariance information. The observation equation is given by y(t) = z(t) + v(t), z(t) = H(t)z(t), whe
This paper proposes reduced-order estimation technique by the recursive least-squares filter and fixed-point smoother in linear discrete-time systems, given output measurement data. The estimators require the information of the system matrix, the observation vector of the signal generating model and