Case studies of optimum filter-controller design in sampled data systems

In this paper an investigation is made of the problem of estimating and predicting the states of a linear, discrete, time-invariant, dynamic process which is excited by Gaussian noise and where the observable states are disturbed by Gaussian measurement noise. The concepts of optimum filter desi...

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Bibliographic Details
Main Authors: McMichael, John Coleman, Skezas, George Christ
Other Authors: Strum, Robert D.
Language:en_US
Published: Monterey, California. U.S. Naval Postgraduate School 2012
Online Access:http://hdl.handle.net/10945/9457