Nearly singular filtering for uniform and non-uniform rank linear continuous systems

DOI10.1080/00207178308933112zbMath0536.93055OpenAlexW2044992455MaRDI QIDQ3321956

Uri Shaked

Publication date: 1983

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178308933112

zbMATH Keywords

Kalman gain matrixspectral factorlinear nearly singular filtering

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Analysis of variance and covariance (ANOVA) (62J10) Model systems in control theory (93C99)

Related Items (2)

Extended limiting forms of optimum observers and LQG regulators ⋮ State estimation for linear systems with observations partially corrupted by noise

Cites Work

• The optimal linear-quadratic time-invariant regulator with cheap control
• Almost invariant subspaces: An approach to high gain feedback design--Part I: Almost controlled invariant subspaces
• The asymptotic minimum variance estimate of stationary linear single output processes
• On the asymptotic behaviour of optimal root loci
• Asymptotic root loci of multivariable linear optimal regulators
• Singular perturbations and singular arcs--Part II

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