Non-linear and signal energy optimal asymptotic filter design
The paper studies some connections between the main results of the well known Wiener-Kalman-Bucy stochastic approach to filtering problems based mainly on the linear stochastic estimation theory and emphasizing the optimality aspects of the achieved results and the classical deterministic frequency...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
International Institute of Informatics and Cybernetics
2003-10-01
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| Series: | Journal of Systemics, Cybernetics and Informatics |
| Subjects: | |
| Online Access: | http://www.iiisci.org/Journal/CV$/sci/pdfs/P682951.pdf
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