On reducing the order of Kalman filters for discrete-time stochastic systems having singular measurement noise
- 1 November 1985
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 30 (11) , 1150-1152
- https://doi.org/10.1109/tac.1985.1103832
Abstract
No abstract availableKeywords
This publication has 14 references indexed in Scilit:
- Comments on ‘A duality principle for state estimation with partially noise-corrupted measurements’International Journal of Control, 1984
- Reply to authorś reply to "Comments on two recent papers on reduced-order optimal state estimation for linear systems with partially noise corrupted measurement"IEEE Transactions on Automatic Control, 1982
- Disturbance Decoupled Observers Having Unrestricted SpectrumJournal of the Franklin Institute, 1982
- Comments on two recent papers on reduced-order optimal state estimation for linear systems with partially noise corrupted measurementIEEE Transactions on Automatic Control, 1982
- Reduced-order optimal state estimator for linear systems with partially noise corrupted measurementIEEE Transactions on Automatic Control, 1980
- Reduced order state estimators for discrete-time stochastic systemsIEEE Transactions on Automatic Control, 1977
- Observer-estimators for discrete-time systemsIEEE Transactions on Automatic Control, 1973
- Optimal minimal-order observers for discrete-time systems—A unified theoryAutomatica, 1972
- Optimal minimal-order observer-estimators for discrete linear time-varying systemsIEEE Transactions on Automatic Control, 1970
- Lower order optimal linear filtering of nonstationary random sequencesIEEE Transactions on Automatic Control, 1968