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
相关论文
共 50 条
  • [1] Kalman Filtering with Scheduled Measurements - Part I: Estimation Framework
    You, Keyou
    Xie, Lihua
    PROCEEDINGS OF THE 10TH WORLD CONGRESS ON INTELLIGENT CONTROL AND AUTOMATION (WCICA 2012), 2012, : 2251 - 2256
  • [2] Deterministic least squares filtering
    Willems, JC
    JOURNAL OF ECONOMETRICS, 2004, 118 (1-2) : 341 - 373
  • [3] The deterministic interpretation of the Kalman filter*
    Buchstaller, Dominic
    Liu, Jing
    French, Mark
    INTERNATIONAL JOURNAL OF CONTROL, 2021, 94 (11) : 3226 - 3236
  • [4] Intelligibility Improvement using Kalman Filtering & EM Approach in Formant Shifting Framework
    Nathwani, Karan
    2019 IEEE 19TH INTERNATIONAL SYMPOSIUM ON SIGNAL PROCESSING AND INFORMATION TECHNOLOGY (ISSPIT 2019), 2019,
  • [5] Kalman temporal differences: The deterministic case
    Geist M.
    Pietquin O.
    Fricout G.
    Revue d'Intelligence Artificielle, 2010, 24 (04) : 423 - 443
  • [6] Speed adaptation as Kalman filtering
    Barraza, Jose F.
    Grzywacz, Norberto M.
    VISION RESEARCH, 2008, 48 (23-24) : 2485 - 2491
  • [7] Kalman filtering with faded measurements
    Dey, Subhrakanti
    Leong, Alex S.
    Evans, Jamie S.
    AUTOMATICA, 2009, 45 (10) : 2223 - 2233
  • [8] The study of joint input and state estimation with Kalman filtering
    Pan, Shuwen
    Su, Hongye
    Wang, Hong
    Chu, Jian
    TRANSACTIONS OF THE INSTITUTE OF MEASUREMENT AND CONTROL, 2011, 33 (08) : 901 - 918
  • [9] ON DIFFERENTIALLY PRIVATE KALMAN FILTERING
    Degue, Kwassi H.
    Le Ny, Jerome
    2017 IEEE GLOBAL CONFERENCE ON SIGNAL AND INFORMATION PROCESSING (GLOBALSIP 2017), 2017, : 487 - 491
  • [10] Kalman Filtering With Scheduled Measurements
    You, Keyou
    Xie, Lihua
    IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2013, 61 (06) : 1520 - 1530
12345