THE WIENER-HOPF SOLUTION OF THE OPTIMAL FIXED POINT SMOOTHING PROBLEM.

Abstract

The algorithm for optimal fixed point data smoothing for continuous linear systems is developed by solving the appropriate Wiener-Hopf matrix integral equation in the time domain. Two formulations are given for generating the optimal smoothing filter gain matrix, and three matrix ordinary linear differential equations whose solutions yield the smoothing error covariance matrix are derived. The results substantiate and extend those obtained by the author earlier via another method. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1967
Accession Number
AD0653108

Entities

People

  • James S. Meditch

Organizations

  • Northwestern University

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Covariance
  • Differential Equations
  • Equations
  • Integral Equations
  • Integrals
  • Linear Differential Equations
  • Linear Systems
  • Mathematical Analysis
  • Mathematics
  • Nonlinear Differential Equations
  • Real Variables
  • Time Domain

Fields of Study

  • Mathematics

Readers

  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)
  • Linear Algebra