VIEW OF 3 DECADES OF LINEAR FILTERING THEORY

被引:370
作者
KAILATH, T [1 ]
机构
[1] STANFORD UNIV, STANFORD, CA 94305 USA
关键词
D O I
10.1109/TIT.1974.1055174
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
引用
收藏
页码:146 / 181
页数:36
相关论文
共 472 条
[1]  
AASNAES H, 1974, IEEE T AUTOMAT CONTR, VAC19
[2]   INNOVATIONS APPROACH TO LEAST-SQUARES ESTIMATION .7. SOME APPLICATIONS OF VECTOR AUTOREGRESSIVE-MOVING AVERAGE MODELS [J].
AASNAES, HB ;
KAILATH, T .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1973, AC18 (06) :601-607
[3]  
ADRAIN R, 1808, ANALYST, V1, P193
[4]   AUTOREGRESSIVE MODEL FITTING FOR CONTROL [J].
AKAIKE, H .
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1971, 23 (02) :163-&
[5]  
AKAIKE H, TO BE PUBLISHED
[6]   CHOICE OF SIGNAL-PROCESS MODELS IN KALMAN-BUCY FILTERING [J].
ANDERSON, BD ;
KAILATH, T .
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1971, 35 (03) :659-+
[7]   SPECTRAL FACTORIZATION OF TIME-VARYING COVARIANCE FUNCTIONS [J].
ANDERSON, BD ;
MOORE, JB ;
LOO, SG .
IEEE TRANSACTIONS ON INFORMATION THEORY, 1969, 15 (05) :550-+
[8]   KALMAN-BUCY FILTER AS TRUE TIME-VARYING WIENER FILTER [J].
ANDERSON, BD ;
MOORE, JB .
IEEE TRANSACTIONS ON SYSTEMS MAN AND CYBERNETICS, 1971, SMC1 (02) :119-&
[9]   SOLUTION OF A TIME-VARYING WIENER FILTERING PROBLEM [J].
ANDERSON, BD ;
MOORE, JB .
ELECTRONICS LETTERS, 1967, 3 (12) :562-&
[10]   AN ALGEBRAIC SOLUTION TO SPECTRAL FACTORIZATION PROBLEM [J].
ANDERSON, BD .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1967, AC12 (04) :410-&