On the optimal unbiased functional filtering

DOI10.1109/9.867052zbMath0991.93116OpenAlexW2102339463MaRDI QIDQ2730178

Mohamed Darouach

Publication date: 5 August 2001

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.867052

zbMATH Keywords

stabilityconvergenceRiccati equationreduced-order filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items (3)

Transfer functions of optimum filters of different dynamic orders for discrete systems ⋮ A procedure for constructing optimum functional filters for linear stationary stochastic systems ⋮ Optimal unbiased reduced order filtering for discrete-time descriptor systems via LMI

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