A general Hankel-norm approximation scheme for linear recursive filtering

DOI10.1016/0005-1098(90)90162-BzbMath0715.93058MaRDI QIDQ752656

Andrea Gombani, Michele Pavon

Publication date: 1990

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

smoothingmodel reductionrecursive estimationapproximate recursive low-dimensional filterHankel-norm approximationHankel-norm techniques

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12)

Related Items (1)

On the multivariable approximate stochastic realization problem

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