A finite-time linear filter for discrete-time systems in singular case
- 1 March 1982
- journal article
- research article
- Published by Taylor & Francis in International Journal of Systems Science
- Vol. 13 (3) , 257-263
- https://doi.org/10.1080/00207728208926346
Abstract
A finite-time linear time-invariant filter for discrete-time stationary systems in singular mode is presented in which the non-singular and coloured measurement noise solutions occur as special oases. The filter provides an optimal state estimate at the end of a specified time interval, identical to that of the reduced-order time-varying Brammer filter. It is characterized by a transfer-function matrix and is almost as easy to implement, as the infinite-time Brammer filter.Keywords
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