Expressing stochastic filters via number sequences

DOI10.1016/J.SIGPRO.2010.01.011MaRDI QIDQ985524zbMATH OpenOpenAlexFDO

Authors Agostino Capponi, A. Farina, Concetta Pilotto

Publication date 6 August 2010

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sigpro.2010.01.011

zbMATH Keywords

benes filterFibonacci sequencefiltering gainKalman filterPadovan sequence

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cites work

• A comparative study of the Benes filtering problem
• Exact finite-dimensional filters for certain diffusions with nonlinear drift
• Fermat’s Last Theorem for Amateurs
• Fibonacci sequence, golden section, Kalman filter and optimal control
• scientific article; zbMATH DE number 5822909 (Why is no real title available?)
• scientific article; zbMATH DE number 3304505 (Why is no real title available?)
• scientific article; zbMATH DE number 3306310 (Why is no real title available?)

Cited in

(9)

• Fibonacci sequence, golden section, Kalman filter and optimal control
• Joint filtering of components of random sequences
• Optimal control and the Fibonacci sequence
• scientific article; zbMATH DE number 3878833 (Why is no real title available?)
• The Kalman filter for complex Fibonacci systems
• Random filters which preserve the stability of random inputs
• Numerical computation of the cross-covariance sequences of two-dimensional filters and systems
• State estimation and control of the Fibonacci system
• Golden section, Fibonacci sequence and the time invariant Kalman and Lainiotis filters

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