Minimal-order observer-estimators for continuous-time linear systems

DOI10.1080/00207177508922105zbMath0318.93046MaRDI QIDQ4081097

No author found.

Publication date: 1975

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207177508922105

Mathematics Subject Classification ID

93B05: Controllability

93E10: Estimation and detection in stochastic control theory

93C05: Linear systems in control theory

93C99: Model systems in control theory

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Cites Work

• Optimal filtering for correlated noise
• On the computation of optimal stochastic observer gains
• Observer theory for continuous-time linear systems
• Optimal filtering for Gauss—Markov noise
• Optimal and sub-optimal control using an observer when some of the state variables are not measurable†
• On a Matrix Riccati Equation of Stochastic Control
• State estimation from measurements with correlated noise without using differentiators†