Golden section, Fibonacci sequence and the time invariant Kalman and Lainiotis filters

DOI10.1016/j.amc.2014.11.022zbMath1328.93259OpenAlexW2090433502MaRDI QIDQ902785

Alfonso Farina, Nicholas Assimakis, Maria Adam

Publication date: 4 January 2016

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2014.11.022

zbMATH Keywords

positive definite matricesKalman filterRiccati equationFibonacci sequenceGolden sectionlainiotis filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Generation, random and stochastic difference and differential equations (37H10)

Related Items (1)

A class of generalized Tribonacci sequences applied to counting problems

Uses Software

• OEIS

Cites Work

• The Kalman filter for complex Fibonacci systems
• \(k\)-step sum and \(m\)-step gap Fibonacci sequence
• State estimation and control of the Fibonacci system
• The golden section in measurement theory
• Expressing stochastic filters via number sequences
• Fibonacci sequence, golden section, Kalman filter and optimal control
• On a new type of distance Fibonacci numbers
• A recursion formula for resistance distances and its applications
• The ``golden matrices and a new kind of cryptography
• The generalized principle of the Golden Section and its applications in mathematics, science, and engineering
• Partitioned linear estimation algorithms: Discrete case
• Matrix Powers in Finite Precision Arithmetic
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