Deterministic Kalman filtering in a behavioral framework

被引：5
|
作者：
Fagnani, F
Willems, JC
机构：
[1] Scuola Normale Super Pisa, I-56100 Pisa, Italy
[2] Univ Groningen, Inst Math & Comp Sci, NL-9700 AV Groningen, Netherlands
来源：
SYSTEMS & CONTROL LETTERS | 1997年 / 32卷 / 05期
关键词：
behavioral approach; Kalman filtering; least-squares estimation; observers; spectral factorization;
D O I：
10.1016/S0167-6911(97)00086-8
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The purpose of this paper is to obtain a deterministic version of the Kalman filtering equations. We will use a behavioral description of the plant, specifically, an image representation. The resulting algorithm requires a matrix spectral factorization. We also show that the filter can be implemented recursively. (C) 1997 Elsevier Science B.V.
引用
收藏
页码：301 / 312
页数：12
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