Filter problems of linear singular systems
The continuous case of suboptimal filters of singular systems is discussed. The basic result is that, when the singular system is perturbed only by a white noise which satisfies some conditions, only its regular part is affected by the perturbation. In this case, the minimum variance filter of the system is unbiased. Under some positive definite conditions, the minimum variance filter is asymptotically stable.
scientific article; zbMATH DE number 713520