Optimal estimation equations for unknown bandlimited signals

Gene H. Hostetter, James S. Meditch · 1976

The problem of approximating a bandlimited but otherwise arbitrary signal by a free solution to a linear, time-invariant, differential equation is solved. Optimal solutions for the equation parameters are derived for equations of any dynamic order. Applications are discussed and examples in state reconstruction and inverse filtering in the presence of unknown disturbances are given.

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