DocumentCode
3022946
Title
A distributed filter derivation without Riccati equations
Author
Davis, J.H.
Author_Institution
Queen´s University, Kingston, Ontario, Canada
fYear
1979
fDate
10-12 Jan. 1979
Firstpage
127
Lastpage
129
Abstract
This paper considers "frequency domain" methods for the derivation of Kalman-Bucy filters for a certain class of distributed systems. An integral representation for the optimal stationary filter gains is derived using Wiener-Hopf techniques, avoiding consideration of distributed Riccati equations.
Keywords
Filters; Frequency domain analysis; Riccati equations; Statistical distributions;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control including the 17th Symposium on Adaptive Processes, 1978 IEEE Conference on
Conference_Location
San Diego, CA, USA
Type
conf
DOI
10.1109/CDC.1978.267905
Filename
4046092
Link To Document