IEEE - Institute of Electrical and Electronics Engineers, Inc. - Optimal linear filter for self-tuning application

1985 24th IEEE Conference on Decision and Control

Author(s): M. J. Grimble
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 December 1985
Conference Location: Fort Lauderdale, FL, USA, USA
Conference Date: 11 December 1985
Page(s): 492 - 497
DOI: 10.1109/CDC.1985.268491
Regular:

An optimal linear filter or predictor is described which has the feedback form of a Kalman filter but which involves only an input-output signal model within the feedback loop. The Kalman gain... View More

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