Minimal Order Estimation of Multivariable Discrete-Time Stochastic Linear Systems

DOI10.1137/0324051zbMath0601.93050OpenAlexW2174626970MaRDI QIDQ3737341

Yoram Baram, Uri Shaked

Publication date: 1986

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0324051

zbMATH Keywords

Kalman filterdiscrete-time, multi-input, multi-output stochastic linear systemminimal state estimator

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Multivariable systems, multidimensional control systems (93C35) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

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