• DocumentCode
    813024
  • Title

    A direct and exact method for computing the transfer function of the optimum smoothing filter

  • Author

    Polge, R.

  • Author_Institution
    University of Alabama, Huntsville, AL, USA
  • Volume
    18
  • Issue
    5
  • fYear
    1973
  • fDate
    10/1/1973 12:00:00 AM
  • Firstpage
    555
  • Lastpage
    556
  • Abstract
    This note presents a general and exact rule for computing the transfer function of the optimum linear realizable smoothing (lag) filter from the Heaviside expansion of the optimum zero lag filter. The two standard approaches are: 1) transformation to the time domain and integration and 2) approximation of e^{-\\alpha s} .The proposed rule is more practical to implement than the first method and more accurate than the second.
  • Keywords
    Smoothing methods; Arithmetic; Covariance matrix; Least squares approximation; Matrix decomposition; Maximum likelihood detection; Nonlinear filters; Physics computing; Polynomials; Smoothing methods; Transfer functions;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1973.1100401
  • Filename
    1100401