scientific article; zbMATH DE number 4020986

zbMATH Open0627.93067MaRDI QIDQ3764019FDOQ3764019

Authors: John F. Barrett, T. J. Moir 

Publication date: 1987

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

Title of this publication is not available (Why is that?)

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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)

Cites Work

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• Optimal self-tuning filtering, prediction, and smoothing for discrete multivariable processes
• A self-tuning filter for fixed-lag smoothing
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• Discrete-time fixed-lag smoothing algorithms
• Title not available (Why is that?)
• Title not available (Why is that?)
• A transfer function approach to the linear discrete stationary filtering and the steady-state discrete optimal control problems

Cited In (12)

• Control systems approach to the sample inverse covariance matrix
• Toeplitz matrices for LTI systems, an illustration of their application to Wiener filters and estimators
• Causal restriction and its generalization for the Wiener filter
• Main flattening directions and quadtree decomposition for multi-way Wiener filtering
• Polynomial approach to Wiener filtering
• A hybrid noise canceller with a real-time adaptive Wiener filter and a geometric-based voice-activity detector for an automotive application
• Resolvent-based tools for optimal estimation and control via the Wiener–Hopf formalism
• A study on square root control-systems
• Filtering, smoothing and prediction using a control-loop spectral factorization method for coloured noise
• Title not available (Why is that?)
• Optimal self-tuning filtering, prediction, and smoothing for discrete multivariable processes
• Title not available (Why is that?)

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