On reducing the order of Kalman filters for discrete-time stochastic systems having singular measurement noise

DOI10.1109/TAC.1985.1103832zbMath0604.93058OpenAlexW2033035589MaRDI QIDQ3743233

L. Luk, Frederick W. Fairman

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.1985.1103832

zbMATH Keywords

linear discrete-time stochastic systemnoise-free outputreduced-order least squares state estimator

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05)

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