An Example of an Infinite Dimensional Filtering Problem: Filtering for Gyroscopic Noise.

Abstract

An infinite-dimensional model is given for the generation of gryroscopic noise, which exhibits power spectral density proportional to (1/f) over a wide frequency range. The optimal filter is given for separating a statistically described signal from additive gyroscopic noise, using discrete-time observations. This filter is expressed as a discrete-time infinite-dimensional Kalman-Bucy filter, with an associated Riccati covariance operator equation. Sufficient conditions are specified such that this Kalman-Bucy filter will possess various desired properties. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Oct 29, 1976
Accession Number
ADA034016

Entities

People

  • L. Horowitz
  • Sanjoy K. Mitter

Organizations

  • Massachusetts Institute of Technology

Tags

Communities of Interest

  • Air Platforms
  • Energy and Power Technologies
  • Materials and Manufacturing Processes
  • Space

DTIC Thesaurus Topics

  • Air Force
  • Differential Equations
  • Equations
  • Filters
  • Filtration
  • Frequency
  • Gyroscopes
  • Integrals
  • Massachusetts
  • Mathematical Models
  • Models
  • Noise
  • Power Spectra
  • Random Variables
  • Random Walk
  • Stochastic Processes
  • White Noise

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.