DocumentCode :
813024
Title :
A direct and exact method for computing the transfer function of the optimum smoothing filter
Author :
Polge, R.
Author_Institution :
University of Alabama, Huntsville, AL, USA
Volume :
18
Issue :
5
fYear :
1973
fDate :
10/1/1973 12:00:00 AM
Firstpage :
555
Lastpage :
556
Abstract :
This note presents a general and exact rule for computing the transfer function of the optimum linear realizable smoothing (lag) filter from the Heaviside expansion of the optimum zero lag filter. The two standard approaches are: 1) transformation to the time domain and integration and 2) approximation of 
.The proposed rule is more practical to implement than the first method and more accurate than the second.
.The proposed rule is more practical to implement than the first method and more accurate than the second.Keywords :
Smoothing methods; Arithmetic; Covariance matrix; Least squares approximation; Matrix decomposition; Maximum likelihood detection; Nonlinear filters; Physics computing; Polynomials; Smoothing methods; Transfer functions;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1973.1100401
Filename :
1100401
Link To Document :
