• DocumentCode
    809876
  • Title

    On the derivation of Kwakernaak´s filtering equations via the innovations approach

  • Author

    Atre, S.R.

  • Author_Institution
    Indian Institute of Technology, New Dehli, India
  • Volume
    17
  • Issue
    5
  • fYear
    1972
  • fDate
    10/1/1972 12:00:00 AM
  • Firstpage
    709
  • Lastpage
    710
  • Abstract
    The innovations approach is utilized to provide a new derivation of Kwakernaak´s filtering equations for systems with time delays. The derivation is made simpler by expressing the time-delay systems in the form of distributed-parameter systems.
  • Keywords
    Innovations methods; Linear systems, time-varying continuous-time; State estimation; Time-delay systems; Covariance matrix; Delay effects; Delay systems; Differential equations; Filtering; Filters; Least squares approximation; Mean square error methods; Parameter estimation; Technological innovation;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1972.1100097
  • Filename
    1100097
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=809876