Minimal-order estimation of multivariable continuous time stochastic linear systems

DOI10.1109/TAC.1985.1103982zbMath0562.93075OpenAlexW2125268906MaRDI QIDQ3676031

Yoram Baram, Uri Shaked

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1109/tac.1985.1103982

zbMATH Keywords

Kalman filterminimality

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Model systems in control theory (93C99)

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