IIR filters

Started by January 16, 2004
```Can anyone direct me to resources on any of the following topics,
encountered during research on IIR filtering... alternatively, a brief
explantion would be appreciated...

1. relatively prime polynomials
3. McMillan degree
4. Hankel singular values
5. Schur complement
6. Kalman filters
7. persistently exciting
8. Sylvester Matrix

Now there's a mouthful!
```
```porterboy wrote:
> Can anyone direct me to resources on any of the following topics,
> encountered during research on IIR filtering... alternatively, a brief
> explantion would be appreciated...
>
> 1. relatively prime polynomials:

> 3. McMillan degree
> 4. Hankel singular values

Etc. Take it from there.
...

Jerry
--
Engineering is the art of making what you want from things you can get.
&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;&#2013266095;

```
```On Fri, 16 Jan 2004 08:56:11 +0000, porterboy wrote:

> 6. Kalman filters

These are predicitive filters. Basically they have a model for how
a signal should behave. They lock onot the model, and then calculate
statistically how close the model is to the readings taken from it.

Wieghtings are then applie to the statistical likelihood of the predictive
part of the reading part and a wieghted average is output.

Very good for deciding when to fire a missile at somethin, or working out
where a plane is most likely to be on a radar screen
```
```These are all topics covered in Linear System Theory.  Look at the
book by Kailath for more information.  It's a pretty old book but covers
basically everything you have listed.

hth,

cf

porterboy wrote:
>
> Can anyone direct me to resources on any of the following topics,
> encountered during research on IIR filtering... alternatively, a brief
> explantion would be appreciated...
>
> 1. relatively prime polynomials
> 3. McMillan degree
> 4. Hankel singular values
> 5. Schur complement
> 6. Kalman filters
> 7. persistently exciting
> 8. Sylvester Matrix
>
> Now there's a mouthful!
```
```Thanksfor the recommendation,
I just ordered the book from Amazon...

cf <cf@nospam.org> wrote in message news:<400A1C55.B9DB1213@nospam.org>...
> These are all topics covered in Linear System Theory.  Look at the
> book by Kailath for more information.  It's a pretty old book but covers
> basically everything you have listed.
>
> hth,
```