Published July 2010
| public
Journal Article
Expressing stochastic filters via number sequences
- Creators
- Capponi, A.
- Farina, A.
- Pilotto, C.
Abstract
We generalize the results presented in [1] regarding the relation between the Kalman filter and the Fibonacci sequence. We consider more general filtering models and relate the finite dimensional Kalman and Benes filters to the Fibonacci sequence and to the Golden Section. We also prove that Fibonacci numbers may be expressed as the convolution of the Fibonacci and Padovan sequence, thus extending the connection between stochastic filtering and Fibonacci sequence to the Padovan sequence.
Additional Information
© 2010 Elsevier B.V. Received 3 August 2009; revised 13 January 2010; accepted 15 January 2010. Available online 20 January 2010. Alfonso Farina would like to thank his colleagues N. Gogin, P. Costa, L. Chisci, A. Benavoli, D. Benvenuti and S. Giompapa for fruitful discussions.Additional details
- Eprint ID
- 18552
- DOI
- 10.1016/j.sigpro.2010.01.011
- Resolver ID
- CaltechAUTHORS:20100603-131206402
- Created
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2010-06-18Created from EPrint's datestamp field
- Updated
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2021-11-08Created from EPrint's last_modified field