Toeplitz matrices for LTI systems, an illustration of their application to Wiener filters and estimators

DOI10.1080/00207721.2017.1419306zbMath1385.93078OpenAlexW2777083365MaRDI QIDQ4638216

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Publication date: 3 May 2018

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721.2017.1419306

zbMATH Keywords

Kalman filteringoptimal filteringoptimal estimationdiscrete time systemsfiltering-FIR IIR

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Frequency-response methods in control theory (93C80) Linear systems in control theory (93C05)

Cites Work

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