Method of synthesizing suboptimal filters of reduced order for digital linear dynamic systems

zbMath0492.93061MaRDI QIDQ1168277

V. V. Dombrovskii

Publication date: 1981

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

synthesis of suboptimal reduced-order filters

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

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The optimal projection equations for reduced-order, discrete-time state estimation for linear systems with multiplicative white noise

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