Polynomial solution of 2D Kalman-Bucy filtering problem

Sebek, M. (1992) Polynomial solution of 2D Kalman-Bucy filtering problem. IEEE transactions on Automatic Control, 37 (10). pp. 1530-1533. ISSN 0018-9286

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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
Item Type:	Article
Copyright:	©1992 IEEE
Link to this item:	http://purl.utwente.nl/publications/55707
Official URL:	http://dx.doi.org/10.1109/9.256417
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