A finite-time linear filter for discrete-time systems

DOI10.1080/00207178008961052MaRDI QIDQ3885653zbMATH OpenOpenAlexFDO

Authors M. J. Grimble

Publication date 1980

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

Full work available at URL https://doi.org/10.1080/00207178008961052

zbMATH Keywords

finite-time linear filterfixed memory length filter

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Model systems in control theory (93C99)

Cites work

• scientific article; zbMATH DE number 3435336 (Why is no real title available?)
• scientific article; zbMATH DE number 3306310 (Why is no real title available?)
• scientific article; zbMATH DE number 3358330 (Why is no real title available?)
• A general transfer function approach to linear stationary filtering and steady-state optimal control problems
• A solution to the matrix factorization problem
• Discrete calculus of variations
• On the discrete time algebraic Riccati equation

Cited in

(1)

• Single versus double diophantine equation debate: comments on ‘A polynomial approach to Wiener filtering’

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