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Open Access research that challenges the mind...

The Strathprints institutional repository is a digital archive of University of Strathclyde research outputs. Strathprints provides access to thousands of Open Access research papers by University of Strathclyde researchers, including those from the School of Psychological Sciences & Health - but also papers by researchers based within the Faculties of Science, Engineering, Humanities & Social Sciences, and from the Strathclyde Business School.

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Restricted structure optimal linear pseudo-state filtering for discrete-time systems

Grimble, M.J. (2001) Restricted structure optimal linear pseudo-state filtering for discrete-time systems. IEEE Transactions on Signal Processing, 49 (11). pp. 2522-2535. ISSN 1053-587X

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Abstract

A new class of discrete-time optimal linear estimators is introduced that minimizes estimation error variance criterion but where the structure is pre-specified to have a relatively simple form.