Fibonacci sequence, golden section, Kalman filter and optimal control
نویسندگان
چکیده
منابع مشابه
Fibonacci sequence, golden section, Kalman filter and optimal control
A connection between the Kalman filter and the Fibonacci sequence is developed. More precisely it is shown that, for a scalar random walk system in which the two noise sources (process and measurement noise) have equal variance, the Kalman filter’s estimate turns out to be a convex linear combination of the a priori estimate and of the measurements with coefficients suitably related to the Fibo...
متن کاملLainiotis filter, golden section and Fibonacci sequence
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 relat...
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We consider the discrete time Kalman and Lainiotis filters for multidimensional stochastic dynamic systems and investigate the relation between the golden section, the Fibonacci sequence and the parameters of the filters. Necessary and sufficient conditions for the existence of this relation are obtained through the associated Riccati equations. A conditional relation between the golden section...
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Article history: Available online 16 August 2012
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Our objective in this paper is to examine the problem formulation of one particular published result, make logical extensions, and consider the question of whether we should obtain solutions under such a formulation, or pursue alternative formulations. The problem considered in “A Kalman Filter-Based Control Strategy for Dynamic Coverage Control” by I. I. Hussein is for a network of mobile sens...
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ژورنال
عنوان ژورنال: Signal Processing
سال: 2009
ISSN: 0165-1684
DOI: 10.1016/j.sigpro.2009.02.003