Time-domain filtering for estimation of linear systems with colored noises using recent finite measurements

Measurement: Journal of the International Measurement Confederation

Volumn 46, Issue 8, 2013, Pages 2792-2797

  Choi, Hyun Duck ^a   Ahn, Choon Ki ^a   Lim, Myo Taeg ^a  

^a Korea University   (South Korea)

Author keywords

Colored noises; Finite impulse response (FIR) structure; Inverse partitioned matrix; State augmentation; State estimation

Indexed keywords

ESTIMATION; FIR FILTERS; IMPULSE RESPONSE; LINEAR SYSTEMS; STATE ESTIMATION;

COLORED NOISE; COMPUTATIONAL BURDEN; FINITE IMPULSE RESPONSE (FIR) STRUCTURES; LINEAR STATE SPACE MODEL; SINGULARITY PROBLEMS; STATE AUGMENTATION; TIME-DOMAIN FILTERING; WHITE GAUSSIAN NOISE;

WHITE NOISE;

EID: 84879056222     PISSN: 02632241     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.measurement.2013.03.029     Document Type: Article

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