IDEAS home Printed from https://ideas.repec.org/a/eee/apmaco/v250y2015icp817-831.html
   My bibliography  Save this article

Golden section, Fibonacci sequence and the time invariant Kalman and Lainiotis filters

Author

Listed:
  • Adam, Maria
  • Assimakis, Nicholas
  • Farina, Alfonso

Abstract

We consider the discrete time Kalman and Lainiotis filters for multidimensional stochastic dynamic systems and investigate the relation between the golden section, the Fibonacci sequence and the parameters of the filters. Necessary and sufficient conditions for the existence of this relation are obtained through the associated Riccati equations. A conditional relation between the golden section and the steady state Kalman and Lainiotis filters is derived. A Finite Impulse Response (FIR) implementation of the steady state filters is proposed, where the coefficients of the steady state filter are related to the golden section. Finally, the relation between the Fibonacci numbers and the discrete time Lainiotis filter for multidimensional models is investigated.

Suggested Citation

  • Adam, Maria & Assimakis, Nicholas & Farina, Alfonso, 2015. "Golden section, Fibonacci sequence and the time invariant Kalman and Lainiotis filters," Applied Mathematics and Computation, Elsevier, vol. 250(C), pages 817-831.
  • Handle: RePEc:eee:apmaco:v:250:y:2015:i:c:p:817-831
    DOI: 10.1016/j.amc.2014.11.022
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0096300314015446
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.amc.2014.11.022?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Büyükkılıç, F. & Demirhan, D., 2009. "Cumulative growth with fibonacci approach, golden section and physics," Chaos, Solitons & Fractals, Elsevier, vol. 42(1), pages 24-32.
    2. Stakhov, A.P., 2005. "The Generalized Principle of the Golden Section and its applications in mathematics, science, and engineering," Chaos, Solitons & Fractals, Elsevier, vol. 26(2), pages 263-289.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Florek, Wojciech, 2018. "A class of generalized Tribonacci sequences applied to counting problems," Applied Mathematics and Computation, Elsevier, vol. 338(C), pages 809-821.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Buyukkilic, F. & Ok Bayrakdar, Z. & Demirhan, D., 2015. "Investigation of cumulative growth process via Fibonacci method and fractional calculus," Applied Mathematics and Computation, Elsevier, vol. 265(C), pages 237-244.
    2. Stakhov, Alexey, 2007. "The generalized golden proportions, a new theory of real numbers, and ternary mirror-symmetrical arithmetic," Chaos, Solitons & Fractals, Elsevier, vol. 33(2), pages 315-334.
    3. Falcón, Sergio & Plaza, Ángel, 2009. "The metallic ratios as limits of complex valued transformations," Chaos, Solitons & Fractals, Elsevier, vol. 41(1), pages 1-13.
    4. Büyükkılıç, F. & Demirhan, D., 2009. "Cumulative growth with fibonacci approach, golden section and physics," Chaos, Solitons & Fractals, Elsevier, vol. 42(1), pages 24-32.
    5. Cristina E. Hretcanu & Mircea Crasmareanu, 2023. "The ( α , p )-Golden Metric Manifolds and Their Submanifolds," Mathematics, MDPI, vol. 11(14), pages 1-13, July.
    6. Stakhov, Alexey & Rozin, Boris, 2006. "The continuous functions for the Fibonacci and Lucas p-numbers," Chaos, Solitons & Fractals, Elsevier, vol. 28(4), pages 1014-1025.
    7. Stakhov, A.P., 2007. "The “golden” matrices and a new kind of cryptography," Chaos, Solitons & Fractals, Elsevier, vol. 32(3), pages 1138-1146.
    8. Stakhov, A. & Rozin, B., 2006. "The “golden” algebraic equations," Chaos, Solitons & Fractals, Elsevier, vol. 27(5), pages 1415-1421.
    9. Stakhov, Alexey, 2006. "The golden section, secrets of the Egyptian civilization and harmony mathematics," Chaos, Solitons & Fractals, Elsevier, vol. 30(2), pages 490-505.
    10. Falcón, Sergio & Plaza, Ángel, 2007. "The k-Fibonacci sequence and the Pascal 2-triangle," Chaos, Solitons & Fractals, Elsevier, vol. 33(1), pages 38-49.
    11. Kocer, E. Gokcen & Tuglu, Naim & Stakhov, Alexey, 2009. "On the m-extension of the Fibonacci and Lucas p-numbers," Chaos, Solitons & Fractals, Elsevier, vol. 40(4), pages 1890-1906.
    12. Fiorenza, Alberto & Vincenzi, Giovanni, 2011. "Limit of ratio of consecutive terms for general order-k linear homogeneous recurrences with constant coefficients," Chaos, Solitons & Fractals, Elsevier, vol. 44(1), pages 145-152.
    13. Stakhov, Alexey, 2006. "Fundamentals of a new kind of mathematics based on the Golden Section," Chaos, Solitons & Fractals, Elsevier, vol. 27(5), pages 1124-1146.
    14. Stakhov, Alexey & Rozin, Boris, 2007. "The “golden” hyperbolic models of Universe," Chaos, Solitons & Fractals, Elsevier, vol. 34(2), pages 159-171.
    15. Falcón, Sergio & Plaza, Ángel, 2007. "On the Fibonacci k-numbers," Chaos, Solitons & Fractals, Elsevier, vol. 32(5), pages 1615-1624.
    16. Kilic, E. & Stakhov, A.P., 2009. "On the Fibonacci and Lucas p-numbers, their sums, families of bipartite graphs and permanents of certain matrices," Chaos, Solitons & Fractals, Elsevier, vol. 40(5), pages 2210-2221.
    17. Falcón, Sergio & Plaza, Ángel, 2008. "The k-Fibonacci hyperbolic functions," Chaos, Solitons & Fractals, Elsevier, vol. 38(2), pages 409-420.
    18. Falcon, Sergio & Plaza, Ángel, 2009. "k-Fibonacci sequences modulo m," Chaos, Solitons & Fractals, Elsevier, vol. 41(1), pages 497-504.
    19. Crăciun, Ioana & Inoan, Daniela & Popa, Dorian & Tudose, Lucian, 2015. "Generalized Golden Ratios defined by means," Applied Mathematics and Computation, Elsevier, vol. 250(C), pages 221-227.
    20. Ilija Tanackov & Ivan Pavkov & Željko Stević, 2020. "The New New-Nacci Method for Calculating the Roots of a Univariate Polynomial and Solution of Quintic Equation in Radicals," Mathematics, MDPI, vol. 8(5), pages 1-18, May.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:apmaco:v:250:y:2015:i:c:p:817-831. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/applied-mathematics-and-computation .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.