Filtering for Linear Stochastic Systems With Small Measurement Noise

DOI10.1115/1.2799135zbMath0841.93077OpenAlexW2061597727MaRDI QIDQ4859815

Zijad Aganovic, Zoran Gajic, Xuemin (Sherman) Shen

Publication date: 7 January 1996

Published in: Journal of Dynamic Systems, Measurement, and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1115/1.2799135

zbMATH Keywords

reduced-orderoptimal global Kalman filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Time-scale analysis and singular perturbations in control/observation systems (93C70)

This page was built for publication: Filtering for Linear Stochastic Systems With Small Measurement Noise