A unified approach to multivariable discrete-time filtering based on the Wiener-theory

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aut.researcherMoir, Tom
dc.contributor.authorBarrett, JF
dc.contributor.authorMoir, TJ
dc.date.accessioned2011-06-09T20:04:38Z
dc.date.available2011-06-09T20:04:38Z
dc.date.copyright1987
dc.date.issued1987
dc.description.abstractSeveral theories of discrete-time optimal filtering are in current use but the relationships between these theories is not always appreciated. By using a slightly modified form of the Wiener theory, a unification of the various methods is obtainable. In the present paper this approach is used to discuss in the multivariable case, instantaneous filtering, one-step delayed filtering, fixed-lag filtering, and prediction. It is shown that the one-step delay filter has a natural feedback structure related to the Kalman filter. The relation of the theory with the Hagander -Wittenma rk filter is also discussed.
dc.identifier.citationKybernetika, vol.23(3), pp.177 - 197
dc.identifier.issn0023-5954
dc.identifier.urihttps://hdl.handle.net/10292/1284
dc.languageEN
dc.publisherInstitute of Mathematics ASCR
dc.relation.urihttp://dml.cz/dmlcz/125607
dc.rightsCopyright © 1987. Institute of Information Theory and Automation AS CR. Institute of Mathematics of the Academy of Sciences of the Czech Republic provides access to digitized documents strictly for personal use. Each copy of any part of this document must contain these Terms of use. This paper has been digitized, optimized for electronic delivery and stamped with digital signature within the project DML-CZ: The Czech Digital Mathematics Library http://project.dml.cz. DML-CZ (Czech Digital Mathematics Library) website offers open access to the metadata and fulltext of mathematical journals, proceedings and books published throughout history in the Czech lands.
dc.rights.accessrightsOpenAccess
dc.titleA unified approach to multivariable discrete-time filtering based on the Wiener-theory
dc.typeJournal Article
pubs.organisational-data/AUT
pubs.organisational-data/AUT/Design & Creative Technologies
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