The optimal reduced-order estimator for systems with singular measurement noise

DOI10.1109/9.29413zbMath0687.93070OpenAlexW2161143652MaRDI QIDQ4206675

Yoram Halevi

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1109/9.29413

zbMATH Keywords

Riccati equationLyapunov equationsfull-order optimal singular estimatorreduced-order singular estimator

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

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Shift-Splitting Iteration Method and Its Variants for Solving Continuous Sylvester Equations ⋮ Fixed-order sampled-data estimation ⋮ A new reduced-order adaptive filter for state estimation in high-dimensional systems ⋮ Preconditioned HSS iteration method and its non-alternating variant for continuous Sylvester equations ⋮ Modified stochastic Luenberger observers ⋮ On the design of a stable adaptive filter for state estimation in high dimensional systems ⋮ A Riccati equation approach to the singular LQG problem ⋮ Optimal reduced-order state estimation for unstable plants

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