Minimal realization and dynamic properties of optimal smoothers

DOI10.1109/9.887625zbMath0991.93113OpenAlexW2126700203MaRDI QIDQ2730281

Giorgio Picci, Augusto Ferrante

Publication date: 5 August 2001

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

Full work available at URL: https://semanticscholar.org/paper/efe7f80dea9230210fed4fd75277e3b0a2b70041

zbMATH Keywords

filteringRiccati equationstochastic realization

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Realizations from input-output data (93B15)

Related Items (5)

Suboptimal Markovian smoothing estimates based on continuous curves of solutions of the algebraic Riccati inequality ⋮ On discrete algebraic Riccati equations: a rank characterization of solutions ⋮ An approximate inverse system for nonminimum-phase systems and its application to disturbance observer ⋮ Minimal representations of continuous-time processes having spectral density with zeros in the extended imaginary axis ⋮ Silverman algorithm and the structure of discrete-time stochastic systems

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