| dc.contributor.author |
Hadiji, M.M. |
en_US |
| dc.contributor.author |
Sawan, M. Edwin |
en_US |
| dc.date.accessioned |
2011-12-21T20:17:35Z |
|
| dc.date.available |
2011-12-21T20:17:35Z |
|
| dc.date.issued |
1989-06-21 |
en_US |
| dc.identifier.citation |
Hadiji, M.M.; Sawan, M. E.; , "Kalman-Bucy Filters with Singular Correlated Noises," American Control Conference, 1989 , vol., no., pp.874-875, 21-23 June 1989 |
en_US |
| dc.identifier.uri |
http://hdl.handle.net/10057/4108 |
|
| dc.description |
The full text of this article is not available on SOAR. WSU users can access the article via IEEE Xplore database licensed by University Libraries: http://libcat.wichita.edu/vwebv/holdingsInfo?bibId=1045954 |
en_US |
| dc.description.abstract |
This paper presents a solution to the singular linear minimum-vaviance estimation problem in the discrete time case. An expression for the transfer function of the Kalman-Bucy filter with nonsingular correlated noises is derived using the spectral factorization in the zdomain. The case of singular correlated noises is then handled as a special case. |
en_US |
| dc.language.iso |
en_US |
en_US |
| dc.publisher |
IEEE |
en_US |
| dc.relation.ispartofseries |
American Control Conference, 1989 , vol., no., pp.874-875 |
en_US |
| dc.subject |
Gaussian noise |
en_US |
| dc.subject |
Nonlinear filters |
en_US |
| dc.subject |
Observers |
en_US |
| dc.subject |
Riccati equations |
en_US |
| dc.subject |
State estimation |
en_US |
| dc.subject |
Steady-state |
en_US |
| dc.subject |
Symmetric matrices |
en_US |
| dc.subject |
Transfer functions |
en_US |
| dc.subject |
White noise |
en_US |
| dc.title |
Kalman-Bucy filters with singular correlated noises |
en_US |
| dc.type |
Conference paper |
en_US |
| dc.description.version |
Peer reviewed article |
en_US |
| dc.rights.holder |
© IEEE, 1989 |
en_US |