Title :
Polynomial solution of 2D Kalman-Bucy filtering problem
Author_Institution :
Dept. of Appl. Math., Twente Univ., Enschede, Netherlands
Abstract :
The 2D version of the Kalman-Bucy filtering problem is formulated and then solved via 2D polynomial methods. The optimal filter is restricted to be a linear causal system. The design procedure is shown to consist of one 2D spectral factorization equation only. In fact, it works for n-D signals (n>2) as well.
Keywords :
"Polynomials","Filtering","GSM","Nonlinear filters","Testing","Circuits","Equations","Communication system control","Sufficient conditions","Controllability"
Journal_Title :
IEEE Transactions on Automatic Control
