Optimal differentiation based on stochastic signal models

DOI10.1109/78.80817MaRDI QIDQ3352902zbMATH OpenOpenAlexFDO

Authors Bengt Carlsson, Anders Ahlén, Mikael Sternad

Publication date 1991

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/8e51a26bc940d6f61a02d5cf4dc6f9cbd5768508

zbMATH Keywords

Wiener filtercontinuous- time stochastic signal modeldiscrete-time ARMA modelmeasured time seriesnoise-corrupted discrete-time measurements

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Data smoothing in stochastic control theory (93E14)

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Cited in

(14)

• On high-order discrete derivatives of stochastic variables
• Optimal Sign Patterns for a Generalized Schmidl-Cox Method
• Robust performance optimization of open loop type problems using models from standard identification
• Design and analysis of stable differentiator-predictor
• Signal estimation for second-order vector difference equations
• Unknown input observer with stability: a structural analysis approach in bond graph
• Robust exact differentiation via sliding mode technique
• Algebraic estimation in partial derivatives systems: parameters and differentiation problems
• Robust filtering and feedforward control based on probabilistic descriptions of model errors
• A double window state observer for detection and isolation of abrupt changes in parameters
• Error bounds in differentiation of noisy signals by high-gain observers
• Model-based state estimation for Euler-Lagrange systems and rigid-body robot control
• Signal processing and sampling method for obtaining time series corresponding to higher order derivatives
• scientific article; zbMATH DE number 3972779 (Why is no real title available?)

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