无Riccati方程的分布式滤波器推导

1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes Pub Date : 1978-07-01 DOI:10.1137/0316039

Jon H. Davis

{"title":"无Riccati方程的分布式滤波器推导","authors":"Jon H. Davis","doi":"10.1137/0316039","DOIUrl":null,"url":null,"abstract":"This paper considers \"frequency domain\" methods for the derivation of Kalman-Bucy filters for a certain class of distributed systems. An integral representation for the optimal stationary filter gains is derived using Wiener-Hopf techniques, avoiding consideration of distributed Riccati equations.","PeriodicalId":375119,"journal":{"name":"1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes","volume":"27 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1978-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"6","resultStr":"{\"title\":\"A distributed filter derivation without Riccati equations\",\"authors\":\"Jon H. Davis\",\"doi\":\"10.1137/0316039\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This paper considers \\\"frequency domain\\\" methods for the derivation of Kalman-Bucy filters for a certain class of distributed systems. An integral representation for the optimal stationary filter gains is derived using Wiener-Hopf techniques, avoiding consideration of distributed Riccati equations.\",\"PeriodicalId\":375119,\"journal\":{\"name\":\"1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes\",\"volume\":\"27 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1978-07-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"6\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1137/0316039\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1137/0316039","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}

引用次数: 6

摘要

本文研究了一类分布式系统卡尔曼-布西滤波器的“频域”推导方法。利用维纳-霍普夫技术推导了最优平稳滤波器增益的积分表达式，避免了考虑分布里卡蒂方程。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文

微信好友朋友圈 QQ好友复制链接

本刊更多论文

A distributed filter derivation without Riccati equations

This paper considers "frequency domain" methods for the derivation of Kalman-Bucy filters for a certain class of distributed systems. An integral representation for the optimal stationary filter gains is derived using Wiener-Hopf techniques, avoiding consideration of distributed Riccati equations.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes

自引率

0.00%

发文量

期刊最新文献

Properties of the system matrix of a generalized state-space system A gradient technique for general buffer storage design in a production line State estimation under uncertain observations with unknown statistics Perturbation of controllable systems Rates of convergence for conditional gradient algorithms near singular and nonsingular extremals