| Title:
|
Polynomial matrix solution to the discrete fixed-LAG smoothing problem (English) |
| Author:
|
Grimble, Mike J. |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
27 |
| Issue:
|
3 |
| Year:
|
1991 |
| Pages:
|
190-201 |
| . |
| Category:
|
math |
| . |
| MSC:
|
93C05 |
| MSC:
|
93E11 |
| MSC:
|
94A12 |
| idZBL:
|
Zbl 0755.93025 |
| idMR:
|
MR1116833 |
| . |
| Date available:
|
2009-09-24T18:24:51Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125811 |
| . |
| Reference:
|
[1] G. C. Goodwin, K. S. Sin: Adaptive Filtering, Prediction and Control.Prentice-Hall, New Jersey 1984. Zbl 0653.93001 |
| Reference:
|
[2] T. J. Moir: Optimal deconvolution smoother.IEE Proc. Pt. D 133 (1986), 1, 13-18. Zbl 0588.93067 |
| Reference:
|
[3] V. Kučera: Discrete Linear Control.J. Wiley, Chichester 1979. MR 0573447 |
| Reference:
|
[4] T. J. Moir, M. J. Grimble: Optimal self-tuning filtering prediction and smoothing for discrete multivariable processes.IEEE Trans. Automat. Control AC-29 (1984), 2, 128-137. Zbl 0537.93063 |
| Reference:
|
[5] U. Shaked: Transfer function approach to the fixed-point continuous smoothing problem.IEEE Trans. Automat. Control AC-23 (1978), 5, 945-948. Zbl 0396.93050 |
| Reference:
|
[6] M. J. Grimble: A new finite-time linear smoothing filter.Internat. J. Systems Sci. 11 (1980), 10, 1189-1212. Zbl 0456.93058 |
| Reference:
|
[7] T. J. Moir, M. J. Grimble: Finite interval smoothing for discrete-time systems.Systems Sci. 8 (1982), 1, 53-74. Zbl 0547.93073, MR 0730756 |
| Reference:
|
[8] M. J. Grimble: $H_{\infite}$ design of optimal linear filters.In: Linear Circuits, Systems and Signal Processing: Theory and Application, MTNS Conf. Publication (C. I. Byrnes, C. F. Martin and R. E. Saeks, eds.), North-Holland, Amsterdam 1988, pp. 533-540. MR 1031072 |
| Reference:
|
[9] U. Shaked: A transfer function approach to the linear discrete stationary filtering and the steady-state discrete optimal control problems.Internat. J. Control 29 (1979), 2, 279-291. Zbl 0401.93045, MR 0527853 |
| Reference:
|
[10] V. Panuška: A new form of the extended Kalman filter for parameter estimation in linear systems with correlated noise.IEEE Trans. Automat. Control AC-25 (1980), 2, 229-235. MR 0567379 |
| Reference:
|
[11] P. T. K. Fung, M. J. Grimble: Dynamics ship positioning using a self-tuning Kalman filter.IEEE Trans. Automat. Control AC-28 (1983), 3, 339-350. |
| . |
