scientific article

zbMath0627.93067MaRDI QIDQ3764019

Thomas J. Moir, John F. Barrett

Publication date: 1987

Full work available at URL: https://eudml.org/doc/28761

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Kalman filterdiscrete-time stationary filteringHagander-Wittenmark filtermultivariable Wiener theory

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Inference from stochastic processes and spectral analysis (62M15) Multivariable systems, multidimensional control systems (93C35) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Related Items (6)

Control systems approach to the sample inverse covariance matrix ⋮ Toeplitz matrices for LTI systems, an illustration of their application to Wiener filters and estimators ⋮ A hybrid noise canceller with a real-time adaptive Wiener filter and a geometric-based voice-activity detector for an automotive application ⋮ A study on square root control-systems ⋮ Filtering, smoothing and prediction using a control-loop spectral factorization method for coloured noise ⋮ Resolvent-based tools for optimal estimation and control via the Wiener–Hopf formalism

Cites Work

• Discrete-time fixed-lag smoothing algorithms
• Optimal self-tuning filtering, prediction, and smoothing for discrete multivariable processes
• A self-tuning filter for fixed-lag smoothing
• A transfer function approach to the linear discrete stationary filtering and the steady-state discrete optimal control problems
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: