Optimal filtering of linear discrete dynamic systems based on least absolute value approximations

DOI10.1016/0005-1098(90)90134-4zbMath0712.93051OpenAlexW1965348560MaRDI QIDQ749500

G. S. Christensen, S. A. Soliman

Publication date: 1990

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(90)90134-4

zbMATH Keywords

optimal linear filteringweighted least absolute value (WLAV) approximations

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 (2)

Optimal filtering for continuous linear dynamic systems based on WLAV approximations ⋮ Guaranteeing parameter estimation with anomalous measurement errors

Cites Work

• New technique for linear static state estimation based on weighted least absolute value approximations
• Stochastic models, estimation, and control. Vol. 1
• Using the $L_2 $-Estimator in $L_1 $-Estimation
• An Improved Algorithm for Discrete $l_1 $ Linear Approximation
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Optimal filtering of linear discrete dynamic systems based on least absolute value approximations