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

页码：301 / 312

页数：12

共 7 条

[1]

RAPISARDA P, 1997, SIAM J CONTROL OPTIM, V35, P254

[2] ALGORITHMS FOR GLOBAL TOTAL LEAST-SQUARES MODELING OF FINITE MULTIVARIABLE TIME-SERIES [J].