Abstract
This chapter further explores the connection between continuous-time power spectral densities and their sampled data equivalents. A key issue of importance is the existence of sampling zeros in the sampled-data power spectral density. These can be asymptotically characterized as the sampling period goes to zero. The results are the stochastic extension of the results presented in Chap. 5 for the deterministic case.
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Asymptotic sampling zeros for linear stochastic systems were first described in
Wahlberg B (1988) Limit results for sampled systems. Int J Control 48(3):1267–1283
A classic text on Kalman filtering and spectral factorization is
Anderson BDO, Moore J (1979) Optimal filtering. Prentice Hall, Englewood Cliffs
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Yuz, J.I., Goodwin, G.C. (2014). Asymptotic Sampling Zeros for Linear Stochastic Systems. In: Sampled-Data Models for Linear and Nonlinear Systems. Communications and Control Engineering. Springer, London. https://doi.org/10.1007/978-1-4471-5562-1_14
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DOI: https://doi.org/10.1007/978-1-4471-5562-1_14
Publisher Name: Springer, London
Print ISBN: 978-1-4471-5561-4
Online ISBN: 978-1-4471-5562-1
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