Abstract
The 2-D version of the Kalman-Bucy filtering problem is formulated and then solved via 2-D polynomial methods. The optimal filter is restricted to be a linear causal system. The design procedure is shown to consist of one 2-D spectral factorization operation only. In fact, it works for n-D signals (n>2) as well.
This work was done while the author was on the leave at the Systems and Control Group, Department of Applied Mathematics, University of Twente, Enschede, the Netherlands.
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© 1991 Springer Science+Business Media New York
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Šebek, M. (1991). 2-D Kalman-Bucy Filtering Problem: 2-D Polynomial Approach. In: New Trends in Systems Theory. Progress in Systems and Control Theory, vol 7. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-0439-8_83
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DOI: https://doi.org/10.1007/978-1-4612-0439-8_83
Publisher Name: Birkhäuser, Boston, MA
Print ISBN: 978-1-4612-6760-7
Online ISBN: 978-1-4612-0439-8
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