Mixed mode solution to the partially singular discrete-time filtering problem by sequential decomposition

DOI10.1080/00207178808906001zbMath0642.93060OpenAlexW1984560455MaRDI QIDQ3783924

B. Priel, Uri Shaked

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1080/00207178808906001

zbMATH Keywords

sequential decompositionminimum error covariance matricespartially singular stationary filteringstationary discrete-time algebraic matrix Riccati equation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Matrix equations and identities (15A24) Canonical forms, reductions, classification (15A21)

Related Items (1)

Singular perturbation analysis of discrete cheap control problems

Cites Work

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• Design of observer-based controllers for a class of discrete systems
• Singular perturbations and order reduction in control theory - an overview
• Optimal nearly singular estimation of continuous linear stationary uniform rank systems
• Sequential decomposition of the matrix Riccati equation and its application to the linear quadratic regulator problem
• Singular perturbation of linear regulators: Basic theorems
• A decomposition of near-optimum regulators for systems with slow and fast modes
• Discrete regulators with time-scale separation

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