Explicit solutions to the singular discrete finite-time linear estimation problem

DOI10.1080/00207178608933464zbMath0594.93061OpenAlexW1976722791MaRDI QIDQ3725984

B. Priel, Uri Shaked

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1080/00207178608933464

zbMATH Keywords

smoothinglinear filteringnon-stationary singular filter

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Pole and zero placement problems (93B55) Data smoothing in stochastic control theory (93E14) Algebraic methods (93B25)

Related Items (1)

A closed-form solution to the discrete-time Kalman filter and its applications

Cites Work

• Explicit solution to the singular discrete-time stationary linear filtering problem
• A generalized inverse solution to the discrete-time singular Riccati equation
• Explicit solutions to the linear optimal estimation problem of discrete time invariant linear processes

This page was built for publication: Explicit solutions to the singular discrete finite-time linear estimation problem