A GENERALIZED ALGORITHM FOR THE RECURSIVE IMPLEMENTATION OF POLYNOMIAL FILTERS

被引：0
作者：
AGATHOKLIS, P
XU, H
机构：
[1] Department of Electrical and Computer Engineering, University of Victoria, Victoria, BC V8W 2Y2
来源：
JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS | 1990年 / 327卷 / 05期
关键词：
D O I：
10.1016/0016-0032(90)90084-V
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Polynomial filters have many applications in real time control, estimation and identification, particularly when information about the system dynamics and noise statistics are not precisely known. In this paper, a generalized recursive algorithm for nth order polynomial filters is developed. The parameters of the filter are determined by applying a weighted least-squares performance index, and thus the stability of the polynomial filter is guaranteed. The implementation of the nonrecursive and the recursive polynomial filters are obtained and the performance of both implementations is compared. © 1990.
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页码：805 / 818
页数：14
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