Regular design equations for the continuous reduced-order Kalman filter

DOI10.2478/V10170-011-0001-7zbMath1271.93158OpenAlexW2058145788MaRDI QIDQ2847110

Peter Hippe

Publication date: 4 September 2013

Published in: Archives of Control Sciences (Search for Journal in Brave)

Full work available at URL: http://acs.polsl.pl/index.php?mode=2&show=50

zbMATH Keywords

frequency domainspectral factorizationmultivariable systemspolynomialsoptimal estimationcontinuous-time systemsdesign equationsnon-regular polynomial matrix equationrank deficient measurement covariance matrixreduced-order kalman filters

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

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