Robust Wiener filtering based on probabilistic descriptions of model errors
Kybernetika (1993)
- Volume: 29, Issue: 5, page 439-454
- ISSN: 0023-5954
Access Full Article
topHow to cite
topSternad, Mikael, and Ahlén, Anders. "Robust Wiener filtering based on probabilistic descriptions of model errors." Kybernetika 29.5 (1993): 439-454. <http://eudml.org/doc/27687>.
@article{Sternad1993,
author = {Sternad, Mikael, Ahlén, Anders},
journal = {Kybernetika},
keywords = {robust estimation; time-series; averaged spectral factorizations},
language = {eng},
number = {5},
pages = {439-454},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Robust Wiener filtering based on probabilistic descriptions of model errors},
url = {http://eudml.org/doc/27687},
volume = {29},
year = {1993},
}
TY - JOUR
AU - Sternad, Mikael
AU - Ahlén, Anders
TI - Robust Wiener filtering based on probabilistic descriptions of model errors
JO - Kybernetika
PY - 1993
PB - Institute of Information Theory and Automation AS CR
VL - 29
IS - 5
SP - 439
EP - 454
LA - eng
KW - robust estimation; time-series; averaged spectral factorizations
UR - http://eudml.org/doc/27687
ER -
References
top- A. Ahlen, M. Sternad, Optimal deconvolution based on polynomial methods, IEEE Trans. Acoust. Speech Signal Process. 57(1989), 217-226. (1989)
- A. Ahlen, M. Sternad, Wiener filter design using polynomial equations, IEEE Trans. Signal Process. 39 (1991), 2387-2399. (1991) Zbl0758.93069
- A. Ahlen, M. Sternad, Optimal filtering problems, In: Polynomial Methods in Optimal Control and Filtering (K. Hunt, ed.), Control Engineering Series, Peter Peregrinus, London 1993. (1993) MR1275389
- A. Ahlen, M. Sternad, Derivation and design of Wiener filters using polynomial equations, In: Advances in Control and Dynamic Systems: Digital Signal Processing and Applications (C.T. Leondes, ed.), Academic Press, New York 1994, to appear. (1994) Zbl0825.93819
- R. C. Chung, P. R. Belanger, Minimum-sensitivity filter for linear time-invariant stochastic systems with uncertain parameters, IEEE Trans. Automat. Control 21 (1976), 98-100. (1976) Zbl0317.93070MR0401291
- J. A. D'Appolito, C. E. Hutchinson, A minimax approach to the design of low sensitivity state estimators, Automatica 8 (1972), 599-608. (1972) Zbl0242.93048MR0332267
- G. C. Goodwin M. Gevers, B. Ninness, Quantifying the error in estimated transfer functions with application to model order selection, IEEE Trans. Automat. Control 27 (1992), 913-928. (1992) MR1173771
- G. C. Goodwin, M.E. Salgado, A stochastic embedding approach for quantifying uncertainty in the estimation of restricted complexity models, Internat. J. Adaptive Control and Signal Processing 3 (1989), 333-356. (1989) Zbl0733.93070
- M. J. Grimble, Wiener and Kalman filters for systems with random parameters, IEEE Trans. Automat. Control 29 (1984), 552-554. (1984) Zbl0546.93070MR0745193
- W. F. Haddad, D. S. Bernstein, Robust, reduced-order, nonstrictly proper state estimation via the optimal projection equations with guaranteed cost bounds, IEEE Trans. Automat. Control 33 (1988), 591-595. (1988) Zbl0642.93055
- A. H. Jazwinski, Stochastic Processes and Filtering Theory, Academic Press, New York 1970. (1970) Zbl0203.50101
- S. A. Kassam, T. L. Lim, Robust Wiener filters, J. Franklin Inst. 304 (1977), 171-185. (1977) Zbl0375.94001
- S. A. Kassam, H. V. Poor, Robust techniques for signal processing: a survey, Proc. IEEE 75 (1985), 433-481. (1985) Zbl0569.62084
- V. Kučera, Discrete Linear Control. The Polynomial Equations Approach, Wiley, New York 1979. (1979) MR0573447
- V. Kučera, Analysis and Design of Discrete Linear Control Systems, Academia, Prague and Prentice Hall International, London 1991. (1991) MR1182311
- D. G. Lainiotis, Partitioning: a unifying framework for adaptive systems. Part I: estimation, Proc. IEEE 64 (1976), 1126-1143. (1976) MR0429285
- C. T. Leondes, J. O. Pearson, A minimax filter for systems with large plant uncertainties, IEEE Trans. Automat. Control 17 (1972), 266-268. (1972) Zbl0262.93042
- C. J. Martin, M. Mintz, Robust filtering and prediction for linear systems with uncertain dynamics: a game-theoretic approach, IEEE Trans. Automat. Control 28 (1983), 888-896. (1983) Zbl0543.93066
- G. Moustakides, S. A. Kassam, Robust Wiener filters for random signals in correlated noise, IEEE Trans. Inform. Theory 29 (1983), 614-619. (1983) Zbl0506.60042MR0713697
- G. Moustakides, S. A. Kassam, Minimax equalization for random signals, IEEE Trans. Comm. 33 (1985), 820-825. (1985) MR0800940
- R. A. Padilla, A. H. Haddad, On the estimation of uncertain signals using an estimation-detection scheme, IEEE Trans. Automat. Control 21 (1976), 509-512. (1976) Zbl0332.93065
- H. V. Poor, On robust Wiener filtering, IEEE Trans. Automat. Control 25 (1980), 531-536. (1980) Zbl0429.93059MR0571763
- J. L. Speyer, D. E. Gustafson, An approximation method for estimation in linear systems with parameter uncertainty, IEEE Trans. Automat. Control 20 (1975), 354-359. (1975) Zbl0301.93056
- M. Sternad, A. Ahlen, The structure and design of realizable decision feedback equalizers for IIR channels with colored noise, IEEE Trans. Inform. Theory 36 (1990), 848-858. (1990) Zbl0719.93092MR1061677
- M. Sternad A. Ahlen, E. Lindskog, Robust decision feedback equalization, In: ICASSP'93, International Conference on Acoustics, Speech and Signal Processing, Minneapolis, MN, April 26-30, 1993. (1993)
- M. Sternad, A. Ahlen, Robust filtering and feedforward control based on probabilistic descriptions of model errors, Automatica 29 (1993), 661-679. (1993) Zbl0771.93081MR1217787
- K. S. Vastola, H. V. Poor, Robust Wiener-Kolmogorov theory, IEEE Trans. Inform. Theory 30 (1984), 316-327. (1984) Zbl0567.94001MR0754861
- S. D. Wang T. S. Kuo, C. F. Hsu, Optimal observer design for linear dynamical systems with uncertain parameters, Internat. J. Control 45 (1987), 701-711. (1987)
- K. Ohm A. Ahlen, M. Sternad, A polynomial approach to multivariable robust filtering, prediction and smoothing, To appear at the 32nd IEEE Conference on Decision and Control, San Antonio, TX, December 15-17, 1993. (1993)
NotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.