Time-domain filtering and control with empirical data

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

The transmission matrix, introduced by Friedland in 1957, can be used to characterize a linear, time invariant system having an emprically-determined impulse response. The Wiener-Kalman filter can be determined by Cholesky factorization of a covariance matrix formed from the transmission matrix. An analogous result is given for linear, quadratic control. The method is illustrated by several examples.

Original languageEnglish (US)
Title of host publicationIFAC Proceedings Volumes (IFAC-PapersOnline)
EditorsGabriel Ferrate, Eduardo F. Camacho, Luis Basanez, Juan. A. de la Puente
PublisherIFAC Secretariat
Pages139-144
Number of pages6
Edition1
ISBN (Print)9783902661746
DOIs
StatePublished - 2002
Event15th World Congress of the International Federation of Automatic Control, 2002 - Barcelona, Spain
Duration: Jul 21 2002Jul 26 2002

Publication series

NameIFAC Proceedings Volumes (IFAC-PapersOnline)
Number1
Volume15
ISSN (Print)1474-6670

Other

Other15th World Congress of the International Federation of Automatic Control, 2002
CountrySpain
CityBarcelona
Period7/21/027/26/02

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering

Keywords

  • Control algorithms
  • Dynamic matrix control
  • Impulse response
  • Kalman filtering
  • Wiener filtering

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