A unified approach to optimal state estimation for stochastic singular systems
type: Item
instance of: scholarly article
title: A unified approach to optimal state estimation for stochastic singular systems
zbMATH Open document ID: 0932.93078
DOI: 10.1016/S0005-1098(98)00020-X
author: Huanshui Zhang
author: Tianyou Chai
author: Xiangjie Liu
published in: Automatica
publication date: 2000-02-28T00:00:00Z
review text: The paper provides unified forms for the filter, predictor and smoother of possibly singular, discrete-time, linear stochastic systems. The approach is based on the time domain innovation analysis method and provides also the optimal white noise estimates.
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 93C55
zbMATH DE Number: 1325682
zbMATH Keywords: singular systems
zbMATH Keywords: state estimation
zbMATH Keywords: innovation analysis
reviewed by: Giovanni Di Masi
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1325682