Direct solution to the general reduced-order stochastic observation problem
- 1 February 1987
- journal article
- Published by Taylor & Francis in International Journal of Control
- Vol. 45 (2) , 713-728
- https://doi.org/10.1080/00207178708933763
Abstract
No abstract availableKeywords
This publication has 25 references indexed in Scilit:
- Reduced order state estimation for linear systems with exact measurementsAutomatica, 1984
- System structure and singular controlLinear Algebra and its Applications, 1983
- Criterion for the convergence of the solution of the Riccati differential equationIEEE Transactions on Automatic Control, 1981
- Solution of the linear-estimation problem in the s-domainProceedings of the Institution of Electrical Engineers, 1978
- On stochastic observer estimators for continuous-time systemsIEEE Transactions on Automatic Control, 1977
- The asymptotic behavior of constant-coefficient Riccati differential equationsIEEE Transactions on Automatic Control, 1976
- Spectral factorization of a finite-dimensional nonstationary matrix covarianceIEEE Transactions on Automatic Control, 1974
- An innovations approach to least-squares estimation--Part V: Innovations representations and recursive estimation in colored noiseIEEE Transactions on Automatic Control, 1973
- Optimal filtering for correlated noiseJournal of Mathematical Analysis and Applications, 1967
- Linear filtering for time-varying systems using measurements containing colored noiseIEEE Transactions on Automatic Control, 1965