| Title:
|
Transfer-function solution of the Kalman-Bucy filtering problem (English) |
| Author:
|
Kučera, Vladimír |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
14 |
| Issue:
|
2 |
| Year:
|
1978 |
| Pages:
|
(110)-122 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60G35 |
| MSC:
|
93E10 |
| MSC:
|
93E11 |
| idZBL:
|
Zbl 0384.93048 |
| idMR:
|
MR0490326 |
| . |
| Date available:
|
2009-09-24T17:00:57Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125616 |
| . |
| Reference:
|
[1] R. E. Kalman R. S. Bucy: New results in linear filtering and prediction theory.Trans. ASME, J. Basic Eng. D 83 (1961), 95-105. MR 0234760 |
| Reference:
|
[2] N. N. Kazanjian: Bauer-type factorization of positive matrices and the theory of matrix polynomials orthogonal on the unit circle.Ph. D. dissertation, Polytechnic Institute of New York, Farmingdale 1977. |
| Reference:
|
[3] U. Shaked: A general transfer function approach to linear stationary filtering and steady-state optimal control problems.Int. J. Control 24 (1976), 6, 741 - 770. Zbl 0342.93060, MR 0465448 |
| Reference:
|
[4] Z. Vostrý: New algorithm for polynomial spectral factorization with quadratic convergence.Kybernetika 12 (1976), 4, 248-259. MR 0423782 |
| Reference:
|
[5] D. C. Youla: On the factorization of rational matrices.IRE Trans. Information Theory IT-7 (1961), 3, 172-189. MR 0132753 |
| . |
