Kalman-Bucy filters with singular correlated noises

dc.contributor.authorHadiji, M.M.en_US
dc.contributor.authorSawan, M. Edwinen_US
dc.date.accessioned2011-12-21T20:17:35Z
dc.date.available2011-12-21T20:17:35Z
dc.date.issued1989-06-21en_US
dc.descriptionThe 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=1045954en_US
dc.description.abstractThis 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.description.versionPeer reviewed articleen_US
dc.identifier.citationHadiji, M.M.; Sawan, M. E.; , "Kalman-Bucy Filters with Singular Correlated Noises," American Control Conference, 1989 , vol., no., pp.874-875, 21-23 June 1989en_US
dc.identifier.urihttp://hdl.handle.net/10057/4108
dc.language.isoen_USen_US
dc.publisherIEEEen_US
dc.relation.ispartofseriesAmerican Control Conference, 1989 , vol., no., pp.874-875en_US
dc.rights.holder© IEEE, 1989en_US
dc.subjectGaussian noiseen_US
dc.subjectNonlinear filtersen_US
dc.subjectObserversen_US
dc.subjectRiccati equationsen_US
dc.subjectState estimationen_US
dc.subjectSteady-stateen_US
dc.subjectSymmetric matricesen_US
dc.subjectTransfer functionsen_US
dc.subjectWhite noiseen_US
dc.titleKalman-Bucy filters with singular correlated noisesen_US
dc.typeConference paperen_US
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