频域最优无偏函数滤波

M. Darouach, H. S. Ali
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引用次数: 16

摘要

在频域上解决了函数滤波问题。从最近得到的时域结果中,得到了一个简单的频率最优滤波器,并通过谱分解求解了其设计。考虑了连续和时间情况。给出了一个数值算例来说明所提出的方法。
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Optimal unbiased functional filtering in the frequency domain
The functional filtering problem is solved in the frequency domain. From the recently obtained time-domain results, a simple frequency optimal filter is obtained and its design is solved by the spectral factorization. Continuous and -time cases are considered. A numerical example is given to illustrate the presented approach.
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