On the properties of reduced order Kalman filters

DOI10.1109/9.16423zbMath0666.93115OpenAlexW2113439667MaRDI QIDQ3818962

Bernard Friedland

Publication date: 1989

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.16423

zbMATH Keywords

robustnessgeneralized Doyle-Stein conditionreduced-order Kalman filterszero steady-state variance

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35) Linear systems in control theory (93C05)

Related Items (2)

LQG/LTR procedure using reduced-order Kalman filters ⋮ Reduced order Kalman filter for a continuous-time fractional-order system using fractional-order average derivative

This page was built for publication: On the properties of reduced order Kalman filters