Return-difference matrix properties of optimal linear stationary estimation and control in singular case

DOI10.1080/00207178208922625zbMath0487.93053OpenAlexW1976831014MaRDI QIDQ3948970

John O'Reilly

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1080/00207178208922625

zbMATH Keywords

Kalman filtersingular estimation problemlinear stationary estimation and controlreturn- difference matrix

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Transformations (93B17)

Related Items (2)

Extended limiting forms of optimum observers and LQG regulators ⋮ Limiting forms of optimal observers

Cites Work

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• Transformational solution of singular linear-quadratic control problems
• Quadratic weights for asymptotic regulator properties
• On the Separation Theorem of Stochastic Control
• Optimal filtering for Gauss—Markov noise

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