Optimal minimal order N-state estimators for linear stochastic systems

DOI10.1016/0005-1098(76)90056-XzbMath0335.93053OpenAlexW2084062379MaRDI QIDQ1229672

K. Appert

Publication date: 1976

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(76)90056-x

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Stochastic analysis (60H99)

Related Items (1)

Linear function observers of mixed-type

Cites Work

• Optimal minimal-order observers for discrete-time systems -- a unified theory
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