Singular filtering problems

DOI10.1016/0167-6911(89)90122-9zbMath0685.93070OpenAlexW2258749936MaRDI QIDQ1262287

K. Appert

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1016/0167-6911(89)90122-9

zbMATH Keywords

continuous-timecontinuous time steady state linear filteringdual control problemnon- singular filtering problems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Eigenvalues, singular values, and eigenvectors (15A18)

Related Items (1)

A matrix cross ratio theorem for the Riccati equation

Cites Work

• Determination of the inertia of a partitioned Hermitian matrix
• Optimal filtering for correlated noise
• The properties of reduced-order minimum-variance filters for systems with partially perfect measurements
• A Generalized Eigenvalue Approach for Solving Riccati Equations
• Matrix Quadratic Solutions
• The maximally achievable accuracy of linear optimal regulators and linear optimal filters
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