Time-domain filtering and control with empirical data

Document Type

Conference Proceeding

Publication Date

1-1-2002

Abstract

The transmission matrix, introduced by Friedland in 1957, can be used to characterize a linear, time invariant system having an emprically-determined impulse response. The Wiener-Kalman filter can be determined by Cholesky factorization of a covariance matrix formed from the transmission matrix. An analogous result is given for linear, quadratic control. The method is illustrated by several examples.

Identifier

84945557096 (Scopus)

ISBN

[9783902661746]

Publication Title

IFAC Proceedings Volumes IFAC Papersonline

External Full Text Location

https://doi.org/10.3182/20020721-6-es-1901.00104

ISSN

14746670

First Page

139

Last Page

144

Issue

1

Volume

15

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