Accession Number:

ADA034016

Title:

An Example of an Infinite Dimensional Filtering Problem: Filtering for Gyroscopic Noise.

Descriptive Note:

Interim rept.,

Corporate Author:

MASSACHUSETTS INST OF TECH CAMBRIDGE ELECTRONIC SYSTEMS LAB

Personal Author(s):

Report Date:

1976-10-29

Pagination or Media Count:

11.0

Abstract:

An infinite-dimensional model is given for the generation of gryroscopic noise, which exhibits power spectral density proportional to 1f over a wide frequency range. The optimal filter is given for separating a statistically described signal from additive gyroscopic noise, using discrete-time observations. This filter is expressed as a discrete-time infinite-dimensional Kalman-Bucy filter, with an associated Riccati covariance operator equation. Sufficient conditions are specified such that this Kalman-Bucy filter will possess various desired properties. Author

Subject Categories:

  • Cybernetics
  • Electricity and Magnetism

Distribution Statement:

APPROVED FOR PUBLIC RELEASE