A Frequency-Domain Characterization of Optimal Error Covariance for the Kalman-Bucy Filter.
Song FangHideaki IshiiJie ChenKarl Henrik JohanssonPublished in: CoRR (2018)
Keyphrases
- frequency domain
- optimal filter
- filter bank
- spatial domain
- fourier transform
- bandpass
- noise shaping
- frequency response
- power spectrum
- subband
- impulse response
- directional filtering
- low frequency
- feature extraction
- cross correlation
- low pass
- discrete fourier transform
- power spectra
- filtering algorithm
- frequency domain analysis
- denoising
- frequency analysis
- fast fourier transform
- fir filters
- spectrum analysis
- prolate spheroidal
- frequency spectrum
- phase correlation
- gaussian filter
- multiresolution
- high pass
- fourier domain
- image compression
- edge detection