Polynomial systems approach to optimal linear filtering and prediction

DOI10.1080/0020718508961214zbMath0573.93063OpenAlexW2033090125MaRDI QIDQ3691556

M. J. Grimble

Publication date: 1985

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0020718508961214

zbMATH Keywords

spectral factorizationnoisy measurementsdiophantine equationspolynomial approachoutput disturbancelinear filtering and predictionWiener and Kalman filtering

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Continued fractions and generalizations (11J70) Diophantine equations (11D99)

Related Items (9)

LQG predictive optimal control for adaptive applications ⋮ A unified approach to optimal estimation using diophantine equations ⋮ Polynomial approach to Wiener filtering ⋮ Optimal parallel model solutions using the polynomial approach ⋮ Polynomial matrix solution of H₂ optimal control problem for state‐space systems ⋮ Az-domain transfer function solution to the non-minimum phase acoustic beamformer ⋮ Simpler polynomial solutions in stochastic feedback control ⋮ Filtering, smoothing and prediction using a control-loop spectral factorization method for coloured noise ⋮ Diophantine equations in control. -- A survey

Cites Work

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• Optimal self-tuning filtering, prediction, and smoothing for discrete multivariable processes
• The design of dynamic ship positioning control systems using stochastic optimal control theory
• A new form of the extended Kalman filter for parameter estimation in linear systems with correlated noise
• Dynamic ship positioning using a self-tuning Kalman filter

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