Title :
A distributed filter derivation without Riccati equations
Author_Institution :
Queen´s University, Kingston, Ontario, Canada
Abstract :
This paper considers "frequency domain" methods for the derivation of Kalman-Bucy filters for a certain class of distributed systems. An integral representation for the optimal stationary filter gains is derived using Wiener-Hopf techniques, avoiding consideration of distributed Riccati equations.
Keywords :
Filters; Frequency domain analysis; Riccati equations; Statistical distributions;
Conference_Titel :
Decision and Control including the 17th Symposium on Adaptive Processes, 1978 IEEE Conference on
Conference_Location :
San Diego, CA, USA
DOI :
10.1109/CDC.1978.267905
