| Title:
|
A unified approach to multivariable discrete-time filtering based on the Wiener theory (English) |
| Author:
|
Barrett, John F. |
| Author:
|
Moir, Thomas J. |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
23 |
| Issue:
|
3 |
| Year:
|
1987 |
| Pages:
|
177-197 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62M15 |
| MSC:
|
62M20 |
| MSC:
|
93C35 |
| MSC:
|
93C55 |
| MSC:
|
93E10 |
| MSC:
|
93E11 |
| MSC:
|
93E14 |
| idZBL:
|
Zbl 0627.93067 |
| idMR:
|
MR900329 |
| . |
| Date available:
|
2009-09-24T17:59:23Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125607 |
| . |
| Reference:
|
[1] U. Shaked: A transfer function approach to linear discrete stationary filtering and the steadystate discrete optimal control problem.Internat. J. Control 29 (1979), 2, 279-291. MR 0527853 |
| Reference:
|
[2] P. Hagander, B. Wittenmark: A self-tuning filter for fixed-lag smoothing.IEEE Trans. Inform. Theory 23 (1977), 3, 377-384. Zbl 0382.93060 |
| Reference:
|
[3] T. J. Moir: Design of Discrete time Controllers and Estimators.CNAA Ph. D. Thesis, Sheffield Polytechnic Dept. of Electr. Engrg., Feb. 1983. |
| Reference:
|
[4] T. J. Moir, M. J. Grimble: Optimal self-tuning filtering, smoothing and predication for discrete multivariable processes.IEEE Trans. Automat. Control 19 (1984), 2, 128-137. |
| Reference:
|
[5] J. F. Barrett: Construction of Wiener Filters using the return difference matrix.Internat. J. Control 26 (1977), 5, 797-803. Zbl 0389.93045, MR 0462733 |
| Reference:
|
[6] V. Kučera: Transfer function solution of the Kalman-Bucy filter problem.Kybernetika 14 (1978), 2, 110-122. MR 0490326 |
| Reference:
|
17] Z. L. Deng: Multivariable self-tuning filter and smoother.6th IFAC symp. identif. & syst. param. estim., Arlington 1982. |
| Reference:
|
[8] Z. L. Deng: White-noise filter and smoother with application to seismic data deconvolution.7th IFAC symp. identif. & syst. param. estim., York 1985. |
| Reference:
|
[9] Yu. A. Rozanov: Stationary Random Processes.Gos. Izdat. Fiz.-Mat. Lit. Moscow, 1963. English transl. published by Holden-Day, San Francisco 1967. MR 0214134 |
| Reference:
|
[10] H. Wold: A Study in the Analysis of Stationary Time Series.Almqvist \& Wiksell, Uppsala 1953. MR 0061344 |
| Reference:
|
[11] A. N. Kolmogorov: Stationary sequences in Hilbert space.Bull. Moscow State Univ. 2 (1941), 6, 1-40, English transl. in T. Kailath (ed.) Linear Least Squares Estimation. Dowden, Hutchinson \& Ross, Stroudsburg, Pennsylvania 1977. |
| Reference:
|
[12] P. Whittle: Prediction and Regulation by Least Squares.English Universities Press, London 1963. MR 0157416 |
| Reference:
|
[13] W. R. E. Wouters, M. Gevers: An innovations approach to the discrete-time linear least squares estimation problem.Journal ,,A'', 19 (1978), 1, 8-20. Zbl 0381.93040 |
| Reference:
|
[14] Chi-Tsong Chen: On the digital Wiener filter.Proc. IEEE 64 (1976), 1736-1737. |
| Reference:
|
[15] P. E. W. Grensted: A lecture course on linear sampled data systems (unpublished).Cambridge University, Department of Engineering, 1969. |
| Reference:
|
[16] D. H. Mee: Factorization-result for optimal discrete-time systems.Electron. Lett. 6 (1970), 233-234. |
| Reference:
|
[17] C. C. Arcasoy: Return-difference matrix properties for optimal stationary Kalman filtering.Proc. IEE 118 (1971), 2, 1831-1834. MR 0335083 |
| Reference:
|
[18] B. D. O. Anderson, J. B. Moore: Optimal Filtering.Prentice-Hall, New Jersey 1979. Zbl 0688.93058 |
| Reference:
|
[19] J. B. Moore: Discrete-time fixed-lag smoothing algorithms.Automatica 9 (1973), 163- 173. Zbl 0249.93053 |
| Reference:
|
[20] V. Kučera: New results in state estimation.Automatica 17 (1981), 5, 745-748. MR 0632848 |
| Reference:
|
[21] J. F. Barrett: Solution of the stationary filtering problem in the frequency domain.IEE Colloquium: Frequency domain aspects of filtering theory, London 1982. |
| Reference:
|
[22] J. F. Barrett: Problems Arising in the Analysis of Randomly Disturbed Automatic Control Systems.Ph. D. Thesis, Cambridge University, Dec. 1958. |
| . |
