A novel narrow band digital filter and its application to multivariable system identification

DOI10.1016/0005-1098(86)90012-9zbMath0602.93065OpenAlexW1968052895MaRDI QIDQ1082325

B. George

Publication date: 1986

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(86)90012-9

zbMATH Keywords

parameter estimationKalman filterlinear multivariable systemnarrow band time-varying digital filter

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Multivariable systems, multidimensional control systems (93C35) Linear systems in control theory (93C05) Sampled-data control/observation systems (93C57) Identification in stochastic control theory (93E12) Fourier coefficients, Fourier series of functions with special properties, special Fourier series (42A16)

Cites Work

• Unnamed Item
• Dynamic system identification. Experiment design and data analysis
• Recursive discrete Fourier transformation
• Convergence properties of the Riccati difference equation in optimal filtering of nonstabilizable systems
• On recursive discrete Fourier transformation
• Identification of Multi-Input Multi-Output Linear Systems From Frequency Response Data

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