Linear and nonlinear filtering
- 1 June 1970
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in Proceedings of the IEEE
- Vol. 58 (6) , 854-864
- https://doi.org/10.1109/proc.1970.7792
Abstract
This paper provides a review of the theory of filtering for stochastic processes. In particular, the sequential theory of linear filtering is reviewed as well as the theory of nonlinear filtering.Keywords
This publication has 19 references indexed in Scilit:
- Multivariate calibration leverages and spectral F‐ratios via the filter factor representationJournal of Chemometrics, 2010
- Digital synthesis of non-linear filtersAutomatica, 1971
- Correlated noise filtering and invariant directions for the Riccati equationIEEE Transactions on Automatic Control, 1970
- Inversion of multivariable linear systemsIEEE Transactions on Automatic Control, 1969
- State estimation for infinite-dimensional systemsJournal of Computer and System Sciences, 1967
- Linear filtering for time-varying systems using measurements containing colored noiseIEEE Transactions on Automatic Control, 1965
- On the factorization of rational matricesIEEE Transactions on Information Theory, 1961
- New Results in Linear Filtering and Prediction TheoryJournal of Basic Engineering, 1961
- A New Approach to Linear Filtering and Prediction ProblemsJournal of Basic Engineering, 1960
- On the general theory of control systemsIRE Transactions on Automatic Control, 1959