The optimal projection equations for reduced-order, discrete-time modelling, estimation and control
- 1 December 1985
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
Abstract
The optimal projection equations derived previously for reduced-order, continuous-time modelling, estimation and control are developed for the discrete-time case. The design equations are presented in a concise and unified manner to facilitate their accessibility for the development of numerical algorithms for practical applications. As in the continuous-time case, the standard Kalman filter and linear-quadratic-Gaussian results are immediately obtained as special cases of the estimation and control results.Keywords
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