Cart (Loading....) | Create Account
Close category search window
 

Filtering in discrete-time systems with state and observation noises correlated on a finite time interval

Sign In

Full text access may be available.

To access full text, please use your member or institutional sign in.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Kowalski, A. ; Instytut Matematyki, UMCS, Lublin, Poland ; Szynal, D.

The aim of this note is to give recurrence equations for the state estimate and the error covariance of a linear discrete-time system whose state and observation noises arc correlated on a finite time interval. More precisely, we give the recurrence state estimation equations for the systemx(k + 1) = A (k)x(k) + C(k)w(k)(1)y(k) = B(k)x(k) + upsilon(k), k = 0, 1, 2, ..., (2) under the assumptions that noises w(k) and w(l) are uncorrelated for|k - l| > q, whilew(k)andupsilon(l)are uncorrelated forl - k < -sorl - k > t, whereq, s, tare known nonnegative integers.

Published in:

Automatic Control, IEEE Transactions on  (Volume:31 ,  Issue: 4 )

Date of Publication:

Apr 1986

Need Help?


IEEE Advancing Technology for Humanity About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies

A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2014 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.