Minimal-order optimal filters for discrete-time linear stochastic systems
- 1 January 1975
- journal article
- research article
- Published by Taylor & Francis in International Journal of Control
- Vol. 21 (1) , 1-19
- https://doi.org/10.1080/00207177508921966
Abstract
On the basis of a new definition of filters, the order of the minimal-order optimal filters for general discrete-time linear stochastic systems is obtained. A method is established for constructing a minimal-order optimal filter.Keywords
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