The design of optimal reduced-order stochastic observers for discrete-time linear systems

DOI10.1109/9.106172zbMath0741.93083OpenAlexW4234792443MaRDI QIDQ3986824

B. Priel, Eugene Soroka, Uri Shaked

Publication date: 27 June 1992

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

Full work available at URL: https://doi.org/10.1109/9.106172

zbMATH Keywords

random white noiselinear discrete-time singular optimal filtering

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Discrete-time control/observation systems (93C55) Observability (93B07)

Related Items (1)

Modified stochastic Luenberger observers

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