Extended limiting forms of optimum observers and LQG regulators

DOI10.1080/00207178608933458zbMath0589.93058OpenAlexW2030011914WikidataQ126245996 ScholiaQ126245996MaRDI QIDQ3718596

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Publication date: 1986

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

Full work available at URL: https://doi.org/10.1080/00207178608933458

zbMATH Keywords

algebraic Riccati equationlinear continuous-time systemsingular optimal estimationlinear-quadratic Gaussian problemsingular measurement noise

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Model systems in control theory (93C99)

Related Items (6)

Admissible MIMO singular observation LQG designs ⋮ On the recovery procedure for LQG systems ⋮ On partially augmented observers for systems with coloured noises ⋮ Limiting forms of optimal observers ⋮ State estimation for linear systems with observations partially corrupted by noise ⋮ A Riccati equation approach to the singular LQG problem

Cites Work

• Unnamed Item
• Nearly singular filtering for uniform and non-uniform rank linear continuous systems
• Properness of feedback transfer matrices
• Return-difference matrix properties of optimal linear stationary estimation and control in singular case
• Minimal-order observer-estimators for continuous-time linear systems
• Observer theory for continuous-time linear systems

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