Polynomial solution of 2D Kalman-Bucy filtering problem

M. Sebek

doi:10.1109/9.256417

Polynomial solution of 2D Kalman-Bucy filtering problem

M. Sebek

Research output: Contribution to journal › Article › Academic

17 Citations (Scopus)

Abstract

The 2D version of the Kalman-Bucy filtering problem is formulated and then solved via 2D polynomial methods. The optimal filter is restricted to be a linear causal system. The design procedure is shown to consist of one 2D spectral factorization equation only. In fact, it works for n-D signals (n>2) as well.

Original language	Undefined
Pages (from-to)	1530-1533
Journal	IEEE transactions on automatic control
Volume	37
Issue number	10
DOIs	https://doi.org/10.1109/9.256417
Publication status	Published - 1992
Externally published	Yes

Keywords

IR-55707

Access to Document

10.1109/9.256417

00256417
open

Cite this

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AB - The 2D version of the Kalman-Bucy filtering problem is formulated and then solved via 2D polynomial methods. The optimal filter is restricted to be a linear causal system. The design procedure is shown to consist of one 2D spectral factorization equation only. In fact, it works for n-D signals (n>2) as well.

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