scientific article; zbMATH DE number 4020986

MaRDI QIDQ3764019zbMATH OpenFDO

Authors John F. Barrett, T. J. Moir

Publication date 1987

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

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)

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Cites work

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• scientific article; zbMATH DE number 3195741 (Why is no real title available?)
• scientific article; zbMATH DE number 3031372 (Why is no real title available?)
• 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
• Discrete-time fixed-lag smoothing algorithms
• Optimal self-tuning filtering, prediction, and smoothing for discrete multivariable processes

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• Toeplitz matrices for LTI systems, an illustration of their application to Wiener filters and estimators
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• A hybrid noise canceller with a real-time adaptive Wiener filter and a geometric-based voice-activity detector for an automotive application
• Main flattening directions and quadtree decomposition for multi-way Wiener filtering

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