optimal linear filter

optimal linear filter
Макаров: оптимальный линейный фильтр

Универсальный англо-русский словарь. . 2011.

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  • Filter design — is the process of designing a filter (in the sense in which the term is used in signal processing, statistics, and applied mathematics), often a linear shift invariant filter, which satisfies a set of requirements, some of which are contradictory …   Wikipedia

  • Matched filter — In telecommunications, a matched filter (originally known as a North filter[1]) is obtained by correlating a known signal, or template, with an unknown signal to detect the presence of the template in the unknown signal. This is equivalent to… …   Wikipedia

  • Linear-quadratic-Gaussian control — In control theory, the linear quadratic Gaussian (LQG) control problem is one of the most fundamental optimal control problems. It concerns uncertain linear systems disturbed by additive white Gaussian noise, having incomplete state information… …   Wikipedia

  • Kalman filter — Roles of the variables in the Kalman filter. (Larger image here) In statistics, the Kalman filter is a mathematical method named after Rudolf E. Kálmán. Its purpose is to use measurements observed over time, containing noise (random variations)… …   Wikipedia

  • Nonlinear filter — A nonlinear filter is a signal processing device whose output is not a linear function of its input. Terminology concerning the filtering problem may refer to the time domain (state space) showing of the signal or to the frequency domain… …   Wikipedia

  • Fast Kalman filter — The fast Kalman filter (FKF), devised by Antti Lange (1941 ), is an extension of the Helmert Wolf blockingfn|1 (HWB) method from geodesy to real time applications of Kalman filtering (KF) such as satellite imaging of the Earth. Kalman filters are …   Wikipedia

  • Bloom filter — The Bloom filter, conceived by Burton H. Bloom in 1970, is a space efficient probabilistic data structure that is used to test whether an element is a member of a set. False positives are possible, but false negatives are not. Elements can be… …   Wikipedia

  • Polarizing filter (photography) — Circular polarizer/linear analyzer.[1] filtering unpolarized light and then circularly polarizing the result. The polarizing filter used with most mo …   Wikipedia

  • Kalman-Filter — Das Kalman Filter ist ein nach seinem Entdecker Rudolf E. Kálmán benannter Satz von mathematischen Gleichungen. Mithilfe dieses Filters sind bei Vorliegen lediglich fehlerbehafteter Beobachtungen Rückschlüsse auf den Zustand von vielen der… …   Deutsch Wikipedia

  • Kalman-Bucy-Filter — Das Kalman Filter ist ein nach seinem Entdecker Rudolf E. Kálmán benannter Satz von mathematischen Gleichungen. Mithilfe dieses Filters sind bei Vorliegen lediglich fehlerbehafteter Beobachtungen Rückschlüsse auf den exakten Zustand von… …   Deutsch Wikipedia

  • Kálmán-Filter — Das Kalman Filter ist ein nach seinem Entdecker Rudolf E. Kálmán benannter Satz von mathematischen Gleichungen. Mithilfe dieses Filters sind bei Vorliegen lediglich fehlerbehafteter Beobachtungen Rückschlüsse auf den exakten Zustand von… …   Deutsch Wikipedia


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