Accession Number:

AD0485275

Title:

OPTIMAL FILTER DESIGN FOR SAMPLED DATA SYSTEMS WITH ILLUSTRATIVE EXAMPLES

Descriptive Note:

Master's thesis

Corporate Author:

NAVAL POSTGRADUATE SCHOOL MONTEREY CA

Personal Author(s):

• Jardine, Frederick D.

Report Date:

1965-01-01

Pagination or Media Count:

78.0

Abstract:

This paper presents a method of optimal filter design for sampled data systems, based on the theory originally developed by R. E. Kalman. The first half of the paper deals with the theoretical development of mathematical models for linear, discrete dynamic processes and the optimal filter equations for such processes. The latter half discusses digital programming techniques for optimal filter design followedby two illustrative examples. Author

Descriptors:

• *ELECTROMAGNETIC WAVE FILTERS
• MATHEMATICAL MODELS
• LINEAR SYSTEMS
• OPTIMIZATION
• COMPUTER PROGRAMMING
• DIFFERENCE EQUATIONS
• SAMPLING
• INFORMATION THEORY
• DIGITAL COMPUTERS

Subject Categories:

• Cybernetics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE