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
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