Optimal filtering of linear discrete dynamic systems based on least absolute value approximations

This paper offers a new formulation for optimal linear filtering of dynamic systems based on Weighted Least Absolute Value (WLAV) approximations. We start, in this paper, with a single stage process as an introduction to the multistage processes. Given the initial estimation x ̄ (0) prior to the mea...

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Veröffentlicht in:	Automatica (Oxford) 1990, Vol.26 (2), p.389-395
Hauptverfasser:	Christensen, G.S., Soliman, S.A.
Format:	Artikel
Sprache:	eng
Schlagworte:	Applied sciences Computer science control theory systems Control theory. Systems dynamic systems Exact sciences and technology Optimal control Optimal filtering weighted least absolute value
Online-Zugang:	Volltext
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