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Title: Low Order Optimal Filters for Linear Discrete-Time Systems
Authors: YOSHIKAWA, Tsuneo
Issue Date: 31-Jul-1973
Publisher: Faculty of Engineering, Kyoto University
Journal title: Memoirs of the Faculty of Engineering, Kyoto University
Volume: 35
Issue: 2
Start page: 93
End page: 101
Abstract: This paper treats of the linear discrete-time filtering problem where some elements of the measurement signal are free from noise. The main results are as follows : (i) A low order optimal filter is obtained by modifying the ordinary Kalman filter. (ii) Based upon the result (i), the structure of Tse-Athans' optimal minimal-order filter is made clear. (iii) Utilizing the result (i), the filtering problem with colored measurement noise is solved. This solution contains Bryson-Henrikson's result as a special case.
URI: http://hdl.handle.net/2433/280910
Appears in Collections:Vol.35 Part 2

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