Title :
On Kalman filtering for 2-D Fornasini-Marchesini models
Author :
Yang, Ran ; Ntogramatzidis, Lorenzo ; Cantoni, Michael
Author_Institution :
Sch. of Inf. Sci. & Technol., Sun Yat-Sen Univ., Guangzhou, China
fDate :
June 29 2009-July 1 2009
Abstract :
This paper deals with the problem of signal estimation for two-dimensional systems. More specifically, we propose a Kalman filter for 2-D systems in Fornasini-Marchesini model, without pre-imposing its structure. It will be shown that the filter thus obtained is not in a Fornasini-Marchesini form, but it still has a recursive structure.
Keywords :
Kalman filters; filtering theory; multidimensional systems; recursive filters; Fornasini-Marchesini model; Kalman filter; recursive structure; signal estimation; two-dimensional system; Estimation error; Filtering; Kalman filters; Linear matrix inequalities; Noise measurement; Radio access networks; Random variables; State estimation; Two dimensional displays; Vectors;
Conference_Titel :
Multidimensional (nD) Systems, 2009. nDS 2009. International Workshop on
Conference_Location :
Thessaloniki
Print_ISBN :
978-1-4244-2797-0
Electronic_ISBN :
978-1-4244-2798-7
DOI :
10.1109/NDS.2009.5195928
