Analogie mezi frekveční, optimální a asymptotickou filtrací

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F06%3A00000300" target="_blank" >RIV/49777513:23520/06:00000300 - isvavai.cz</a>

Nalezeny alternativní kódy

RIV/49777513:23220/06:00000072

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Comparing frequency domain, optimal and asymptotic filtering: a tutorial

Popis výsledku v původním jazyce

The paper studies connections between the Kalman-Bucy and classical frequency domain filters. A non-stochastic but not necessarily deterministic (possibly non-linear) alternative approach to signal filtering based mainly on concepts of signal power, signal energy and an equivalence relation plays a dominant role in the presentation. Causality, error invariance and especially error convergence properties are the most important features of resulting filters. Therefore, it is natural to call them asymptotic filters. Although error convergence aspects are emphasized in the approach, it is shown that introducing the signal power as the quantitative measure of signal energy dissipation makes it possible to achieve reasonable results from the optimality pointof view as well. It is shown in the paper that the notion of the asymptotic filter can be used as a proper tool for unifying stochastic and non-stochastic, linear and non-linear approaches to signal filtering.

Název v anglickém jazyce

Comparing frequency domain, optimal and asymptotic filtering: a tutorial

Popis výsledku anglicky

The paper studies connections between the Kalman-Bucy and classical frequency domain filters. A non-stochastic but not necessarily deterministic (possibly non-linear) alternative approach to signal filtering based mainly on concepts of signal power, signal energy and an equivalence relation plays a dominant role in the presentation. Causality, error invariance and especially error convergence properties are the most important features of resulting filters. Therefore, it is natural to call them asymptotic filters. Although error convergence aspects are emphasized in the approach, it is shown that introducing the signal power as the quantitative measure of signal energy dissipation makes it possible to achieve reasonable results from the optimality pointof view as well. It is shown in the paper that the notion of the asymptotic filter can be used as a proper tool for unifying stochastic and non-stochastic, linear and non-linear approaches to signal filtering.

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

BC - Teorie a systémy řízení

OECD FORD obor

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Projekt

<a href="/cs/project/1M0567" target="_blank" >1M0567: Centrum aplikované kybernetiky</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2006

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Control and Intelligent Systems

ISSN

1480-1752

e-ISSN

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Svazek periodika

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Číslo periodika v rámci svazku

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Stát vydavatele periodika

CA - Kanada

Počet stran výsledku

7

Strana od-do

136

Kód UT WoS článku

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EID výsledku v databázi Scopus

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