Filter problems of linear singular systems
type: Item
instance of: scholarly article
title: Filter problems of linear singular systems
zbMATH Open document ID: 0817.93067
author: Kekang Xu
author: Rong Wu
published in: Chinese Science Bulletin
publication date: 1995-08-06T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93D20
zbMATH DE Number: 713520
zbMATH Keywords: asymptotic stability
zbMATH Keywords: continuous
zbMATH Keywords: suboptimal filters
zbMATH Keywords: singular system
zbMATH Keywords: white noise
zbMATH Keywords: continuous-time
reviewed by: Ilie Valuşescu
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 713520