Wiener-Kalman - ± Transfer function in this case: ± DKF...

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Wiener and Wiener and Kalman Kalman Filter Filter ± DKF state estimate: ± DKF estimate of desired signal: ± Transfer function from y[n] to d[n] estimate: Wiener and Wiener and Kalman Kalman Filter Filter ± Stationary state model for d[n]:
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Unformatted text preview: ± Transfer function in this case: ± DKF is the optimal linear filter with Gaussian statistics for f[n] and v[n]. ± Wiener filter and DKF identical for stationary case....
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This note was uploaded on 12/02/2011 for the course AR 107 taught by Professor Gracegraham during the Fall '11 term at Montgomery College.

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