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Regular design equations for the continuous reduced-order Kalman filter - MaRDI portal

Regular design equations for the continuous reduced-order Kalman filter (Q2847110)

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scientific article; zbMATH DE number 6204948
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Regular design equations for the continuous reduced-order Kalman filter
scientific article; zbMATH DE number 6204948

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    Regular design equations for the continuous reduced-order Kalman filter (English)
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    4 September 2013
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    optimal estimation
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    polynomials
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    multivariable systems
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    continuous-time systems
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    rank deficient measurement covariance matrix
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    reduced-order kalman filters
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    frequency domain
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    design equations
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    spectral factorization
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    non-regular polynomial matrix equation
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