Recursive filters determined from implicit formulations

DOI10.1002/CNM.1630081103zbMath0761.65110OpenAlexW1996888266MaRDI QIDQ4015362

William H. Raymond

Publication date: 18 January 1993

Published in: Communications in Applied Numerical Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cnm.1630081103

zbMATH Keywords

difference equationssignal processingrecursive filterslow-pass filteringhigh-frequency noiseCholesky matrix factorizationimplicit filters

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Numerical methods for trigonometric approximation and interpolation (65T40) Probabilistic methods, stochastic differential equations (65C99)

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