Innovation approach to reduced-order estimation of complementary states.

DOI10.1080/00207728908910205zbMath0678.93070OpenAlexW2333644604MaRDI QIDQ5904021

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/10.1080/00207728908910205

zbMATH Keywords

reduced-order algorithmHamiltonian system of equationsfixed lag smoothingcomplementary statesoptimal full-order Kalman-type algorithmstwo-filter structure

Mathematics Subject Classification ID

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

Cites Work

• A solution of the smoothing problem for linear dynamic systems
• Reduced-order estimation Part 2. Smoothing
• On complementary models and fixed-interval smoothing
• Scattering theory and linear least-squares estimation, part III: The estimates
• Two filter smoothing formulae by diagonalization of the Hamiltonian equations†

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