About: Filter (video) is a(n) research topic. Over the lifetime, 114499 publication(s) have been published within this topic receiving 886600 citation(s).
Papers published on a yearly basis
TL;DR: A comprehensive description of the primal-dual interior-point algorithm with a filter line-search method for nonlinear programming is provided, including the feasibility restoration phase for the filter method, second-order corrections, and inertia correction of the KKT matrix.
Abstract: We present a primal-dual interior-point algorithm with a filter line-search method for nonlinear programming. Local and global convergence properties of this method were analyzed in previous work. Here we provide a comprehensive description of the algorithm, including the feasibility restoration phase for the filter method, second-order corrections, and inertia correction of the KKT matrix. Heuristics are also considered that allow faster performance. This method has been implemented in the IPOPT code, which we demonstrate in a detailed numerical study based on 954 problems from the CUTEr test set. An evaluation is made of several line-search options, and a comparison is provided with two state-of-the-art interior-point codes for nonlinear programming.
01 Jul 1992
Abstract: 1. Introduction 2. Review of Discrete-Time Systems 3. Review of Digital Filters 4. Fundamentals of Multirate Systems 5. Maximally Decimated Filter Banks 6. Paraunitary Perfect Reconstruction Filter Banks 7. Linear Phase Perfect Reconstruction QMF Banks 8. Cosine Modulated Filter Banks 9. Finite Word Length Effects 10. Multirate Filter Bank Theory and Related Topics 11. The Wavelet Transform and Relation to Multirate Filter Banks 12. Multidimensional Multirate Systems 13. Review of Discrete-Time Multi-Input Multi-Output LTI Systems 14. Paraunitary and Lossless Systems Appendices Bibliography Index
01 Jan 1996
01 Jan 1995
Abstract: In 1960, R.E. Kalman published his famous paper describing a recursive solution to the discrete-data linear filtering problem. Since that time, due in large part to advances in digital computing, the Kalman filter has been the subject of extensive research and application, particularly in the area of autonomous or assisted navigation. The Kalman filter is a set of mathematical equations that provides an efficient computational (recursive) means to estimate the state of a process, in a way that minimizes the mean of the squared error. The filter is very powerful in several aspects: it supports estimations of past, present, and even future states, and it can do so even when the precise nature of the modeled system is unknown. The purpose of this paper is to provide a practical introduction to the discrete Kalman filter. This introduction includes a description and some discussion of the basic discrete Kalman filter, a derivation, description and some discussion of the extended Kalman filter, and a relatively simple (tangible) example with real numbers & results.