• DocumentCode
    3795814
  • Title

    Polynomial solution of 2D Kalman-Bucy filtering problem

  • Author

    M. Sebek

  • Author_Institution
    Dept. of Appl. Math., Twente Univ., Enschede, Netherlands
  • Volume
    37
  • Issue
    10
  • fYear
    1992
  • Firstpage
    1530
  • Lastpage
    1533
  • Abstract
    The 2D version of the Kalman-Bucy filtering problem is formulated and then solved via 2D polynomial methods. The optimal filter is restricted to be a linear causal system. The design procedure is shown to consist of one 2D spectral factorization equation only. In fact, it works for n-D signals (n>2) as well.
  • Keywords
    "Polynomials","Filtering","GSM","Nonlinear filters","Testing","Circuits","Equations","Communication system control","Sufficient conditions","Controllability"
  • Journal_Title
    IEEE Transactions on Automatic Control
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.256417
  • Filename
    256417