A generalized Kalman filter for 2D discrete systems (Q1762611)
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scientific article; zbMATH DE number 2133411
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalized Kalman filter for 2D discrete systems |
scientific article; zbMATH DE number 2133411 |
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A generalized Kalman filter for 2D discrete systems (English)
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11 February 2005
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An approach is proposed to the design of generalized recursive filters for the 2D second Fornasini-Marchesini models with Gaussian white noise in both state and measurement equations. The designed filter is a direct extension of the Kalman filter to 2D systems. A recursive procedure is proposed. Numerical simulations illustrate the effectiveness of the procedure.
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design
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generalized recursive filters
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2D second Fornasini-Marchesini models
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Gaussian white noise
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