On partially augmented observers for systems with coloured noises

DOI10.1080/00207179308934391zbMath0789.93021OpenAlexW2023730328MaRDI QIDQ4036147

Agnès Cohen Jalfon, Yoram Halevi

Publication date: 16 May 1993

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

Full work available at URL: https://doi.org/10.1080/00207179308934391

zbMATH Keywords

Riccati equationLyapunov equationsprojection matricesoptimal estimationcontinuous-timelinear systems with noiseoptimal fixed order observers

Mathematics Subject Classification ID

System identification (93B30) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Observability (93B07) Stochastic systems in control theory (general) (93E03) Control/observation systems governed by ordinary differential equations (93C15)

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