Qualitative introduction to Wiener and Kalman- Bucy filters

BDO ANDERSON BDO*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)

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.

Original languageEnglish
Pages (from-to)93-103
Number of pages11
JournalProc Inst Radio Electron Eng Aust
Volume32
Issue number3
Publication statusPublished - 1971

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