• DocumentCode
    917842
  • Title

    A new initial-value method for on-line filtering and estimation (Corresp.)

  • Author

    Casti, John L. ; Kalaba, Robert ; Murthy, V.K.

  • Volume
    18
  • Issue
    4
  • fYear
    1972
  • fDate
    7/1/1972 12:00:00 AM
  • Firstpage
    515
  • Lastpage
    518
  • Abstract
    Utilizing the theory of invariant imbedding, a Cauchy system suitable for real-time calculation is presented for the solution of the basic Fredholm integral equation of linear least squares filtering theory when the signal process is stationary. Extensions are also mentioned for more general nonstationary processes.
  • Keywords
    Estimation; Filtering; Integral equations; Invariant imbedding; Estimation theory; Filtering theory; Gaussian noise; Integral equations; Least squares approximation; Nonlinear filters; Optical filters; Optical noise; Signal processing; Statistics;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.1972.1054850
  • Filename
    1054850
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=917842