OPTIMAL FILTER DESIGN FOR SAMPLED DATA SYSTEMS WITH ILLUSTRATIVE EXAMPLES

Abstract

This paper presents a method of optimal filter design for sampled data systems, based on the theory originally developed by R. E. Kalman. The first half of the paper deals with the theoretical development of mathematical models for linear, discrete dynamic processes and the optimal filter equations for such processes. The latter half discusses digital programming techniques for optimal filter design followedby two illustrative examples. (Author)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1965
Accession Number
AD0485275

Entities

People

  • Frederick D. Jardine

Organizations

  • Naval Postgraduate School

Tags

Communities of Interest

  • Materials and Manufacturing Processes
  • Weapons Technologies

DTIC Thesaurus Topics

  • Accuracy
  • Computations
  • Computer Programs
  • Computers
  • Data Science
  • Differential Equations
  • Digital Computers
  • Filters
  • Filtration
  • Information Science
  • Linear Differential Equations
  • Mathematical Filters
  • Mathematical Models
  • Probability
  • Probability Distributions
  • Radar
  • Random Variables

Fields of Study

  • Engineering

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Technical Research and Report Writing.