A constrained minimum variance input-output estimator for linear dynamic systems

DOI10.1016/0005-1098(79)90052-9zbMath0406.93056OpenAlexW2324623236MaRDI QIDQ1257866

Janos J. Gertler

Publication date: 1979

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(79)90052-9

zbMATH Keywords

FilteringEstimatorStochastic SystemDiscrete Time SystemsComputer-Aided DesignLinear Dynamic Systems

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)

Related Items (4)

On the representation of sensor faults in fault detection filters ⋮ Computational experience with the constrained minimum variance input- output estimator ⋮ Performance index sensitivity of the constrained minimum variance input- output estimator ⋮ Grey-box modelling and identification using physical knowledge and Bayesian techniques

Cites Work

• Stochastic processes and filtering theory
• A view of three decades of linear filtering theory
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