NDLI: The behavioral approach to discrete-time deterministic Kalman filtering on the di-polynomial ring

Content Provider	IEEE Xplore Digital Library
Author	Kaneko, O. Fujii, T.
Copyright Year	2005
Description	Author affiliation: Graduate School of Engineering Science, Osaka University, Machikaneyama 1-3, Toyonaka, Osaka, Japan; kaneko@ft-lab.sys.es.osaka-u.ac.jp (Kaneko, O.)
Abstract	In this paper, we address the discrete time deterministic Kalman filtering within a behavioral setting. In the continuous time case, Fagnani and Willems developed this issue by using the novel idea based on two-variable polynomial matrices and quadratic differential forms in [1] and [12]. We expand the Kalman filtering problem into the discrete time case by using two-variable di-polynomial matrices and quadratic difference forms studied in [3], [4] and [5]. Here we derive a sufficient condition for the latent variables of the filter to estimate the observed data and the state variable of the system in the sense that the sum of squared error signals between observed variables and estimated ones is minimized deterministically. By using this condition, we then clarify the structure of the optimal filter with respect to the notion of the state. And then we also provide the procedure for implementing the optimal filter as a real-time algorithm. Finally, we give an illustrative example in order to show the validity of our results.
Starting Page	2899
Ending Page	2904
File Size	3503223
Page Count	6
File Format	PDF
ISBN	0780395670
DOI	10.1109/CDC.2005.1582604
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2005-12-15
Publisher Place	Spain
Access Restriction	Subscribed
Rights Holder	IEEE/EUCA
Subject Keyword	Kalman filters Filtering Polynomials State estimation Sufficient conditions Vectors Discrete time systems
Content Type	Text
Resource Type	Article

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in