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
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;
Conference_Titel :
Circuits and Systems, 2004. MWSCAS '04. The 2004 47th Midwest Symposium on
Print_ISBN :
0-7803-8346-X
DOI :
10.1109/MWSCAS.2004.1354216
