Optimal Linear Filtering with Noisy, Time-Delayed Observations,

Abstract

An optimal filter is developed for constructing a minimum variance estimate of the state of a linear system when the available data consists of noisy, time-delayed observations of the state. The delay is taken to be constant, and as a result the filter is specified by differential-difference equations and may be implemented on-line. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1970
Accession Number
AD0717109

Entities

People

  • Howard Kaufman
  • Michael Farese

Organizations

  • Rensselaer Polytechnic Institute

Tags

DTIC Thesaurus Topics

  • Difference Equations
  • Differential Equations
  • Equations
  • Filters
  • Filtration
  • Linear Filtering
  • Linear Systems
  • Mathematical Analysis
  • Mathematical Filters
  • Mathematics
  • Observation

Fields of Study

  • Engineering

Readers

  • Applied Combinatorial Optimization and Logic Circuit Design.
  • Calculus or Mathematical Analysis
  • Neural Network Machine Learning.