Optimal Filtering of Discrete-Time Linear Stationary Processes Under High Signal-to-Noise Ratio Conditions

B. Priel; U. Shaked

doi:10.1109/TAC.1985.1103910

Optimal Filtering of Discrete-Time Linear Stationary Processes Under High Signal-to-Noise Ratio Conditions

B. Priel, U. Shaked

School of Electrical Engineering

Tel Aviv University

Research output: Contribution to journal › Article › peer-review

Abstract

Expressions in closed form are obtained for the minimum error covariance matrix of the a priori filtered estimate of a discrete-time.

Original language	English
Pages (from-to)	170-172
Number of pages	3
Journal	IEEE Transactions on Automatic Control
Volume	30
Issue number	2
DOIs	https://doi.org/10.1109/TAC.1985.1103910
State	Published - 1985

Access to Document

10.1109/TAC.1985.1103910

Cite this

@article{11e632577bc6416d87f3c1a3bb60c192,

title = "Optimal Filtering of Discrete-Time Linear Stationary Processes Under High Signal-to-Noise Ratio Conditions",

abstract = "Expressions in closed form are obtained for the minimum error covariance matrix of the a priori filtered estimate of a discrete-time.",

author = "B. Priel and U. Shaked",

year = "1985",

doi = "10.1109/TAC.1985.1103910",

language = "אנגלית",

volume = "30",

pages = "170--172",

journal = "IEEE Transactions on Automatic Control",

issn = "0018-9286",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

number = "2",

}

TY - JOUR

T1 - Optimal Filtering of Discrete-Time Linear Stationary Processes Under High Signal-to-Noise Ratio Conditions

AU - Priel, B.

AU - Shaked, U.

PY - 1985

Y1 - 1985

N2 - Expressions in closed form are obtained for the minimum error covariance matrix of the a priori filtered estimate of a discrete-time.

AB - Expressions in closed form are obtained for the minimum error covariance matrix of the a priori filtered estimate of a discrete-time.

UR - http://www.scopus.com/inward/record.url?scp=0022013987&partnerID=8YFLogxK

U2 - 10.1109/TAC.1985.1103910

DO - 10.1109/TAC.1985.1103910

M3 - ???researchoutput.researchoutputtypes.contributiontojournal.article???

AN - SCOPUS:0022013987

SN - 0018-9286

VL - 30

SP - 170

EP - 172

JO - IEEE Transactions on Automatic Control

JF - IEEE Transactions on Automatic Control

IS - 2

ER -

Optimal Filtering of Discrete-Time Linear Stationary Processes Under High Signal-to-Noise Ratio Conditions

Abstract

Access to Document

Other files and links

Fingerprint

Cite this