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

discrete-time stationary filteringHagander-Wittenmark filterKalman filtermultivariable Wiener theory

Mathematics Subject Classification ID

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

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Cites work

• 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
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• scientific article; zbMATH DE number 3593422 (Why is no real title available?)
• scientific article; zbMATH DE number 3606343 (Why is no real title available?)
• scientific article; zbMATH DE number 3195741 (Why is no real title available?)
• scientific article; zbMATH DE number 3031372 (Why is no real title available?)
• Optimal self-tuning filtering, prediction, and smoothing for discrete multivariable processes

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• Causal restriction and its generalization for the Wiener filter
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• Optimal self-tuning filtering, prediction, and smoothing for discrete multivariable processes
• A hybrid noise canceller with a real-time adaptive Wiener filter and a geometric-based voice-activity detector for an automotive application
• Polynomial approach to Wiener filtering
• Toeplitz matrices for LTI systems, an illustration of their application to Wiener filters and estimators
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• Resolvent-based tools for optimal estimation and control via the Wiener–Hopf formalism
• Control systems approach to the sample inverse covariance matrix

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