On the Approximation of Optimal Realizable Linear Filters Using a Karhunen-Loève Expansion

IEEE Transactions on Information Theory

Volumn 19, Issue 4, 1973, Pages 561-564

  Fortmann, T E ^a   Anderson, B D O ^a  

^a UNIVERSITY OF NEWCASTLE   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL SYSTEMS - KALMAN FILTERS;

INFORMATION THEORY;

EID: 0015646862     PISSN: 00189448     EISSN: 15579654     Source Type: Journal    
DOI: 10.1109/TIT.1973.1055039     Document Type: Letter

References (6)

1. H. L. Van Trees, Detection, Estimation, and Modulation Theory, Part I. New York: Wiley, 1968.
2. R. E. Kaiman and R. S. Bucy, “New results in linear filtering and prediction theory,” Trans. ASME, Ser. D: J. Basic Eng., vol. 83, pp. 95–108, 1961.
3. W. A. Gardner and L. E. Franks, “An alternative approach to linear least squares estimation of continuous random processes,” in Proc. 5th Annual Princeton Conf. Inform. Sci. and Systems, Princeton, N.J., pp. 267–75, Mar. 1971.
4. W. A. Gardner, “Representation and estimation of cyclostationary processes,” Ph.D. dissertation, Univ. Mass., Amherst, Mass., Aug. 1972.
5. P. Swerling, “Modern state estimation methods from the viewpoint of the method of least squares,” IEEE Trans. Automat. Contr., vol. AC-16, pp. 707–19, Dec. 1971.
6. F. Smithies, Integral Equations. New York: Cambridge Univ. Press, 1965.