Deterministic Kalman filtering in a behavioral framework

DOI10.1016/S0167-6911(97)00086-8zbMath0902.93012OpenAlexW2008129302MaRDI QIDQ1128447

Fabio Fagnani, Jan C. Willems

Publication date: 13 August 1998

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6911(97)00086-8

zbMATH Keywords

observerspectral factorizationpolynomial matricesKalman filteringbehavioral approachleast-squares estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Algebraic methods (93B25)

Related Items (2)

The Kalman-Bucy filter revisited ⋮ Linear dynamic filtering with noisy input and output

Cites Work

• Every storage function is a state function
• Algorithms for global total least squares modelling of finite multivariable time series
• Paradigms and puzzles in the theory of dynamical systems
• On Quadratic Differential Forms
• State Maps for Linear Systems
• Global total least squares modeling of multivariable time series

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