COMPARING FREQUENCY DOMAIN, OPTIMAL, AND ASYMPTOTIC FILTERING: A TUTORIAL
Václav Černý, J. Hrušék · Control and Intelligent Systems · 2006
This paper studies some connections between the main results ofthe Kalman-Bucy stochastic approach to filtering problems basedmainly on linear stochastic estimation theory and emphasizing theoptimality aspects of the achieved results and the classical deter-ministic frequency domain linear filters (such as Chebyshev, But-terworth, Bessel, etc.