A finite-time linear filter for discrete-time systems

DOI10.1080/00207178008961052zbMATH Open0442.93057OpenAlexW2071655971MaRDI QIDQ3885653FDOQ3885653

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

• Title not available (Why is that?)
• Discrete calculus of variations
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the discrete time algebraic Riccati equation
• A general transfer function approach to linear stationary filtering and steady-state optimal control problems
• A solution to the matrix factorization problem

Cited In (1)

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

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