Observers for optimal estimation of the state of linear stochastic discrete systems

DOI10.1080/00207178308932999zbMath0508.93053OpenAlexW1972887320WikidataQ126244224 ScholiaQ126244224MaRDI QIDQ4748020

H. V. Panossian, Cornelius T. Leondes

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1080/00207178308932999

zbMATH Keywords

optimal estimationfiltering algorithmmultiplicative and additive noise

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

Related Items (3)

The optimal projection equations for reduced-order, discrete-time state estimation for linear systems with multiplicative white noise ⋮ Stochastic optimal linear discrete-time feedback control system using available measurements ⋮ Stochastic optimal linear feedback control systems using available measurements

Cites Work

• Unnamed Item
• Optimization of stochastic systems. Topics in discrete-time systems
• Optimal minimal-order observers for discrete-time systems -- a unified theory
• Generalized certainty equivalence and dual effect in stochastic control
• On the adaptive control of linear systems using the open-loop-feedback-optimal approach

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