Optimal observers for continuous time linear stochastic systems

DOI10.1016/0005-1098(75)90009-6zbMath0297.93061OpenAlexW2090864997MaRDI QIDQ1214387

John F. jun. Yocum, Cornelius T. Leondes

Publication date: 1975

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(75)90009-6

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Model systems in control theory (93C99)

Related Items (1)

Optimization of fault detection performance for a class of nonlinear systems

Cites Work

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• Optimal filtering for correlated noise
• Reduced-order observers for linear discrete-time systems
• Observer theory for continuous-time linear systems
• The matrix minimum principle
• Optimal filtering for Gauss—Markov noise

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