A unified approach to multivariable discrete-time filtering based on the Wiener theory

John F. Barrett; Thomas J. Moir

Kybernetika (1987)

  • Volume: 23, Issue: 3, page 177-197
  • ISSN: 0023-5954

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Barrett, John F., and Moir, Thomas J.. "A unified approach to multivariable discrete-time filtering based on the Wiener theory." Kybernetika 23.3 (1987): 177-197. <http://eudml.org/doc/28761>.

@article{Barrett1987,
author = {Barrett, John F., Moir, Thomas J.},
journal = {Kybernetika},
keywords = {discrete-time stationary filtering; multivariable Wiener theory; Kalman filter; Hagander-Wittenmark filter},
language = {eng},
number = {3},
pages = {177-197},
publisher = {Institute of Information Theory and Automation AS CR},
title = {A unified approach to multivariable discrete-time filtering based on the Wiener theory},
url = {http://eudml.org/doc/28761},
volume = {23},
year = {1987},
}

TY - JOUR
AU - Barrett, John F.
AU - Moir, Thomas J.
TI - A unified approach to multivariable discrete-time filtering based on the Wiener theory
JO - Kybernetika
PY - 1987
PB - Institute of Information Theory and Automation AS CR
VL - 23
IS - 3
SP - 177
EP - 197
LA - eng
KW - discrete-time stationary filtering; multivariable Wiener theory; Kalman filter; Hagander-Wittenmark filter
UR - http://eudml.org/doc/28761
ER -

References

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  3. T. J. Moir, Design of Discrete time Controllers and Estimators, CNAA Ph. D. Thesis, Sheffield Polytechnic Dept. of Electr. Engrg., Feb. 1983. (1983) 
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  12. P. Whittle, Prediction and Regulation by Least Squares, English Universities Press, London 1963. (1963) MR0157416
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  21. J. F. Barrett, Solution of the stationary filtering problem in the frequency domain, IEE Colloquium: Frequency domain aspects of filtering theory, London 1982. (1982) 
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