FIR filters and recursive forms for continuous time-invariant state-space models

DOI10.1109/TAC.1987.1104606zbMath0616.93070MaRDI QIDQ4726153

Kwon, Wook Hyun, Oh Kyu Kwon

Publication date: 1987

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

time-invariantcontinuous-timedata filteringfinite impulse response filterfinite memory systemspace-state model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Canonical structure (93B10) Data smoothing in stochastic control theory (93E14)

Related Items (6)

Directional sensitivity of continuous least-squares state estimators ⋮ FIR filters and recursive forms for discrete-time state-space models ⋮ Design of RLS-FIR filter using covariance information in linear continuous-time stochastic systems ⋮ Robustness bound for receding horizon finite memory control: Lyapunov–Krasovskii approach ⋮ Least-squares finite impulse response fixed-lag smoother and filter in linear discrete-time stochastic systems ⋮ A new solution to the inducedl_∞finite impulse response filtering problem based on two matrix inequalities

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