Transfer-function solution of the Kalman-Bucy filtering problem

Vladimír Kučera

Kybernetika (1978)

  • Volume: 14, Issue: 2, page (110)-122
  • ISSN: 0023-5954

How to cite

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Kučera, Vladimír. "Transfer-function solution of the Kalman-Bucy filtering problem." Kybernetika 14.2 (1978): (110)-122. <http://eudml.org/doc/28770>.

@article{Kučera1978,
author = {Kučera, Vladimír},
journal = {Kybernetika},
language = {eng},
number = {2},
pages = {(110)-122},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Transfer-function solution of the Kalman-Bucy filtering problem},
url = {http://eudml.org/doc/28770},
volume = {14},
year = {1978},
}

TY - JOUR
AU - Kučera, Vladimír
TI - Transfer-function solution of the Kalman-Bucy filtering problem
JO - Kybernetika
PY - 1978
PB - Institute of Information Theory and Automation AS CR
VL - 14
IS - 2
SP - (110)
EP - 122
LA - eng
UR - http://eudml.org/doc/28770
ER -

References

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  1. R. E. Kalman R. S. Bucy, New results in linear filtering and prediction theory, Trans. ASME, J. Basic Eng. D 83 (1961), 95-105. (1961) MR0234760
  2. N. N. Kazanjian, Bauer-type factorization of positive matrices and the theory of matrix polynomials orthogonal on the unit circle, Ph. D. dissertation, Polytechnic Institute of New York, Farmingdale 1977. (1977) 
  3. U. Shaked, A general transfer function approach to linear stationary filtering and steady-state optimal control problems, Int. J. Control 24 (1976), 6, 741 - 770. (1976) Zbl0342.93060MR0465448
  4. Z. Vostrý, New algorithm for polynomial spectral factorization with quadratic convergence, Kybernetika 12 (1976), 4, 248-259. (1976) MR0423782
  5. D. C. Youla, On the factorization of rational matrices, IRE Trans. Information Theory IT-7 (1961), 3, 172-189. (1961) MR0132753

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