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TIME-DOMAIN FILTERING AND CONTROL WITH EMPIRICAL DATA
Bernard Friedland
Department of Electrical and Computer Engineering
New Jersey Institute of Technology
Newark, NJ, 07102, USA
email:bf@njit.edu
The transmission matrix, introduced by Friedland in 1957, can be used to characterize a linear, time invariant system having an emprically-determined impulse response. The Wiener-Kalman filter can be determined by Cholesky factorization of a covariance matrix formed from the transmission matrix. An analogous result is given for linear, quadratic control. The method is illustrated by several examples.
Keywords: Impulse response, Kalman filtering, Wiener filtering, Control algorithms, Dynamic matrix control
Session slot T-Fr-M16: Advances in MV and LQ Controller Design/Area code 2a : Control Design
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