DocumentCode
1141919
Title
A Simple Development of the Wiener-Hopf Equation and the Derived Kalman Filter
Author
Martin, J. Campbell
Author_Institution
Clemson University Clemson, S. C. 29631
Issue
6
fYear
1969
Firstpage
980
Lastpage
983
Abstract
The Wiener-Hopf equation is developed using only a knowledge of elementary calculus and the definition of ensemble average from statistics. Then using the Leibniz equation for differentiating an integral, the Kalman filter and its relation to orthogonal projection is presented.
Keywords
Calculus; Control systems; Differential equations; Electric variables control; Filtering theory; Filters; Integral equations; Noise measurement; Statistics; Transfer functions;
fLanguage
English
Journal_Title
Aerospace and Electronic Systems, IEEE Transactions on
Publisher
ieee
ISSN
0018-9251
Type
jour
DOI
10.1109/TAES.1969.309975
Filename
4103431
Link To Document