Downloads: 35
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
mfeku_35_2_93.pdf | 447.12 kB | Adobe PDF | View/Open |
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 |

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.