DocumentCode
797513
Title
Derivation of a suboptimal linear filter
Author
Park, Gi-Ho
Author_Institution
Michigan State University, East Lansing, MI, USA
Volume
13
Issue
3
fYear
1968
fDate
6/1/1968 12:00:00 AM
Firstpage
301
Lastpage
302
Abstract
A linear filter using sample extrapolation and averaging is derived and tested. Extensions to include correlated observation noise and incomplete measurement are discussed. The filter is easily implemented for low-order linear plants but is inferior to the Kalman filter for all but the simplest cases.
Keywords
Filtering; Linear systems, time-varying continuous-time; Suboptimal control; Additive noise; Arithmetic; Equations; Extrapolation; Kalman filters; Noise measurement; Nonlinear filters; Random processes; State estimation; Vectors;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1968.1098906
Filename
1098906
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