A constrained minimum variance input-output estimator for linear dynamic systems

DOI10.1016/0005-1098(79)90052-9MaRDI QIDQ1257866zbMATH OpenOpenAlexFDO

Authors Janos J. Gertler

Publication date 1979

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(79)90052-9

zbMATH Keywords

FilteringEstimatorDiscrete Time SystemsStochastic SystemComputer-Aided DesignLinear Dynamic Systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Cites work

• scientific article; zbMATH DE number 883145 (Why is no real title available?)
• scientific article; zbMATH DE number 3281211 (Why is no real title available?)
• scientific article; zbMATH DE number 3397388 (Why is no real title available?)
• scientific article; zbMATH DE number 3403601 (Why is no real title available?)
• A view of three decades of linear filtering theory
• Stochastic processes and filtering theory

Cited in

(4)

• On the representation of sensor faults in fault detection filters
• Computational experience with the constrained minimum variance input- output estimator
• Performance index sensitivity of the constrained minimum variance input- output estimator
• Grey-box modelling and identification using physical knowledge and Bayesian techniques

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