کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
563275 875486 2013 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Lainiotis filter, golden section and Fibonacci sequence
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر پردازش سیگنال
پیش نمایش صفحه اول مقاله
Lainiotis filter, golden section and Fibonacci sequence
چکیده انگلیسی

The relation between the discrete time Lainiotis filter on the one side and the golden section and the Fibonacci sequence on the other is established. As far as the random walk system is concerned, the relation between the Lainiotis filter and the golden section is derived through the Riccati equation since the steady state estimation error covariance is related to the golden section. The relation between the closed form of the Lainiotis filter and the Fibonacci sequence is also derived. It is shown that the steady state Lainiotis filter computes the state estimate using a linear combination of the previous estimate and of the current measurement with coefficients related to the golden section. A Finite Impulse Response (FIR) implementation of the steady state Lainiotis filter is also proposed, where the filter computes the state estimate as a linear combination of a well-defined set of the last measurements with coefficients which are powers of the golden section. Finally, the scalar generic stochastic dynamic system is considered and the relation between its parameters and the golden section is investigated.


► Relation between the Lainiotis filter and the Fibonacci sequence.
► Relation between the steady state Lainiotis filter and the golden section.
► FIR steady state Lainiotis filter with coefficients connected to the golden section.
► Relation between the scalar stochastic dynamic system and the golden section.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Signal Processing - Volume 93, Issue 4, April 2013, Pages 721–730
نویسندگان
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