Optimal observers for a class of continuous linear time-varying stochastic systems
- 1 February 1977
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 22 (1) , 136-137
- https://doi.org/10.1109/tac.1977.1101434
Abstract
A simple method is presented for avoiding the use of signal differentiation in the design of a least-squares estimator for the state of a linear finite-dimensional time-varying stochastic system when the system outputs are unobscured by additive noise.Keywords
This publication has 4 references indexed in Scilit:
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