Golden section, Fibonacci sequence and the time invariant Kalman and Lainiotis filters

DOI10.1016/J.AMC.2014.11.022MaRDI QIDQ902785zbMATH OpenOpenAlexFDO

Authors Nicholas Assimakis, A. Farina, Maria Adam

Publication date 4 January 2016

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2014.11.022

zbMATH Keywords

Kalman filterpositive definite matricesFibonacci sequenceRiccati equationGolden sectionlainiotis filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Generation, random and stochastic difference and differential equations (37H10)

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• State estimation and control of the Fibonacci system
• The Kalman filter for complex Fibonacci systems
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• The golden section in measurement theory
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Cited in

(5)

• A class of generalized Tribonacci sequences applied to counting problems
• The Kalman filter for complex Fibonacci systems
• State estimation and control of the Fibonacci system
• Expressing stochastic filters via number sequences
• Fibonacci sequence, golden section, Kalman filter and optimal control

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