The Kalman filter for complex Fibonacci systems (Q363186): Difference between revisions
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| Property / author: M. Dambrine / rank | |||
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Summary: This paper investigates the characteristics of the Kalman filter for a broad class of complex Fibonacci systems and represents an extension to the complex domain of the state estimation problem for the real-valued Fibonacci system. Complex Fibonacci systems are obtained by modifying the real-valued Fibonacci recurrence relation to include complex coefficients, control and noise inputs, and a noisy output-measurement equation. Analytic expressions for the Kalman filter's steady-state gain and error covariance matrices are obtained, and it is found that for a broad subclass of these complex systems the elements of the matrices are functions of the golden ratio. | |||
| Property / review text: Summary: This paper investigates the characteristics of the Kalman filter for a broad class of complex Fibonacci systems and represents an extension to the complex domain of the state estimation problem for the real-valued Fibonacci system. Complex Fibonacci systems are obtained by modifying the real-valued Fibonacci recurrence relation to include complex coefficients, control and noise inputs, and a noisy output-measurement equation. Analytic expressions for the Kalman filter's steady-state gain and error covariance matrices are obtained, and it is found that for a broad subclass of these complex systems the elements of the matrices are functions of the golden ratio. / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 94A12 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 93E10 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6203517 / rank | |||
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Revision as of 12:04, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Kalman filter for complex Fibonacci systems |
scientific article |
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The Kalman filter for complex Fibonacci systems (English)
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2 September 2013
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Summary: This paper investigates the characteristics of the Kalman filter for a broad class of complex Fibonacci systems and represents an extension to the complex domain of the state estimation problem for the real-valued Fibonacci system. Complex Fibonacci systems are obtained by modifying the real-valued Fibonacci recurrence relation to include complex coefficients, control and noise inputs, and a noisy output-measurement equation. Analytic expressions for the Kalman filter's steady-state gain and error covariance matrices are obtained, and it is found that for a broad subclass of these complex systems the elements of the matrices are functions of the golden ratio.
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