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Qualitative introduction to Wiener and Kalman- Bucy filters

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Date

1971

Authors

ANDERSON BDO, BDO

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Abstract

The aim of this paper is to introduce the reader to the problems which optimal linear filtering theory attempts to solve, to state in qualitative terms what optimal linear filters look like, to give sufficient guide to the literature on linear filtering to enable the reader to undertake further study and to note one or two research problems of current interest.

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https://hdl.handle.net/1885/733803004

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ANU Research Publications

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Proc Inst Radio Electron Eng Aust

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Journal article

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