Multiscale systems, Kalman filters, and Riccati equations

DOI10.1109/9.280747zbMath0807.93062OpenAlexW2062881394MaRDI QIDQ4306695

Kenneth C. Chou, Ramine Nikoukhah, Alan S. Willsky

Publication date: 1 November 1994

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.280747

zbMATH Keywords

stabilitymultiscale systemssteady-state behaviordyadic treecoarse-to-fine smoothingfine-to- coarse Kalman filterscale- recursive Riccati equation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Controllability (93B05) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Data smoothing in stochastic control theory (93E14) Observability (93B07) General systems (93A10)

Related Items (10)

Robust multi-scale orientation estimation: directional filter bank based approach ⋮ Hierarchical Models in Environmental Science ⋮ Finite memory observers for linear time-varying systems: theory and diagnosis applications ⋮ Transcale control for a class of discrete stochastic systems based on wavelet packet decomposition ⋮ Computationally efficient steady-state multiscale estimation for 1-D diffusion processes ⋮ Random cascades on wavelet trees and their use in analyzing and modeling natural images ⋮ Automated construction of effective potential via algorithmic implicit bias ⋮ Linking spatial data from different sources: the effects of change of support ⋮ A PCA-based approach for brain aneurysm segmentation ⋮ Fuzzy multiresolution signal representation

This page was built for publication: Multiscale systems, Kalman filters, and Riccati equations