Innovation approach to reduced-order estimation of complementary states.

DOI10.1080/00207728908910204zbMath0678.93069OpenAlexW1794265301MaRDI QIDQ5904020

Ronald E. Helmick, Craig S. Sims, Krishna M. Nagpal

Publication date: 1989

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728908910204

zbMATH Keywords

stabilityestimationRiccati equationswhite noiseoptimal linear filtercomplementary statesreduced-order filter algorithmreduced-order innovation process

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

Related Items

Reduced order filtering ⋮ Optimal unbiased filtering via linear matrix inequalities

Cites Work

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