DocumentCode
3569611
Title
A generalized Kalman filter for 2D discrete systems
Author
Zou, Yun ; Sheng, Mei ; Zhong, Ningfan ; Xu, Shengyuan
Author_Institution
Dept. of Autom., Nanjing Univ. of Sci. & Technol., China
Volume
2
fYear
2004
Abstract
This paper extend the well-known Kalman filter design to the stochastic secondary 2D Fornasini-Marchesini models (FMMII) subjected to white noises in both the state and measurement equations. The explicit formula of the estimator is derived.
Keywords
Kalman filters; covariance matrices; discrete systems; recursive filters; stochastic processes; white noise; 2D Fornasini-Marchesini models; 2D discrete systems; explicit formula; generalized Kalman filter; measurement equations; secondary FMMII; state equations; stochastic FMMII; stochastic system; white noises; Boundary conditions; Covariance matrix; Design automation; Equations; Noise measurement; Signal processing; State estimation; Stochastic resonance; Two dimensional displays; White noise;
fLanguage
English
Publisher
ieee
Conference_Titel
Circuits and Systems, 2004. MWSCAS '04. The 2004 47th Midwest Symposium on
Print_ISBN
0-7803-8346-X
Type
conf
DOI
10.1109/MWSCAS.2004.1354216
Filename
1354216
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