The ensemble Kalman filter (EnKF) is a widely used ensemble-based assimilation method, which estimates the forecast error covariance matrix using a Monte Carlo approach that involves an ensemble of short-term forecasts. While the accuracy of the forecast error covariance matrix is crucial for achieving accurate forecasts, the estimate given by the EnKF needs to be improved using inflation techn...

A number of algorithms to solve large-scale Kalman filtering problems have been introduced recently. The ensemble Kalman filter represents the probability density of the state estimate by a finite number of randomly generated system states. Another algorithm uses a singular value decomposition to select the leading eigenvectors of the covariance matrix of the state estimate and to approximate t...

This paper is concerned with the reduced-order H∞ filtering problem of commensurate fractional-order systems. Our goal is to construct a reduced-order filter in such a way that the filtering error is within a prescribed H∞-norm error bound. Based on the bounded real lemma for commensurate fractional-order systems, a sufficient condition is established in terms of linear matrix inequalities (LMI...

The transmission matrix, introduced by Friedland in 1957, can be used to characterize a linear, time invariant system having an emprically-determined impulse response. The Wiener-Kalman filter can be determined by Cholesky factorization of a covariance matrix formed from the transmission matrix. An analogous result is given for linear, quadratic control. The method is illustrated by several exa...

In smart antenna system (SAS), the most compelling research work is the space-division multiple-access (SDMA) which includes uplink source separation and downlink selective transmission. In this paper, we propose a subspace-based spatial signature estimation algorithm of cochannel multiuser signals by jointly exploiting cumulant and cyclostationarity, and apply it to multiuser signal copy in up...

Abstr(~ct-The definition of an N-D discrete time lossless bounded real (DTLBR) matrix and sufticient conditions on a state space representation to correspond to an N-D DTLBR matrix are given. Based on these suEcient conditions, it is shown that the transfer function of the n-D lattice filter, which is obtained fmm a stable 1-D lattice filter by replacing each delay element r *th z, (i = 1.2,. ....