New results in Sridhar filtering theory (Q1090302)
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scientific article; zbMATH DE number 4006120
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New results in Sridhar filtering theory |
scientific article; zbMATH DE number 4006120 |
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New results in Sridhar filtering theory (English)
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1986
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Using the Pontryagin minimum principle and the method of invariant imbedding a new nonlinear adaptive filter is obtained. The filter is basically a new result in what is known as Sridhar filtering theory. The stability, bias and convergence properties of the derived filter are studied. The classical problem of filtering a sinusoidal signal in white noise is presented as an example.
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Pontryagin minimum principle
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invariant imbedding
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nonlinear adaptive filter
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Sridhar filtering
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stability
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bias
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convergence
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