Minimal-order optimal filters for discrete-time linear stochastic systems

DOI10.1080/00207177508921966zbMath0297.93058OpenAlexW2047969444MaRDI QIDQ4052019

Tsuneo Yoshikawa

Publication date: 1975

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

Full work available at URL: https://doi.org/10.1080/00207177508921966

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

Related Items (2)

The Kalman-Bucy method of optimal filtering and its generalizations ⋮ Minimal order of minimal-time deadbeat function observers†

Cites Work

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• Optimal filtering for correlated noise
• Optimal minimal-order observers for discrete-time systems -- a unified theory
• A design procedure for intermediate-order observer-estimators for linear discrete-time dynamical systems†

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