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A modification of a lower-order estimate and some of its properties (Q801867)

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scientific article; zbMATH DE number 3880557
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English
A modification of a lower-order estimate and some of its properties
scientific article; zbMATH DE number 3880557

    Statements

    A modification of a lower-order estimate and some of its properties (English)
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    1984
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    The properties are examined of a lower-order filter proposed by the author [ibid. 42, 1483-1489 (1982; Zbl 0492.93061)] for estimating the linear transform of the state vector of a discrete linear system. The estimate error is found to be orthogonal to the estimate and the observation. By virture of the orthogonality of the errors and the estimates it is possible to simplify the calculation of the filter parameters considerably. Filter modifications are described that simplify the design procedure and the method of optimization of the state vector linear transform matrix.
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    lower-order filter
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    estimate error
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    orthogonality
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