Direct solution to the general reduced-order stochastic observation problem

DOI10.1080/00207178708933763MaRDI QIDQ3751493zbMATH OpenOpenAlexWikidataFDO

Authors Eugene Soroka, U. Shaked

Publication date 1987

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

Full work available at URL https://doi.org/10.1080/00207178708933763

zbMATH Keywords

continuous-timedifferentiation- transformation schememinimum-order full-state estimatorreduced-order modelsingular Kalman filteringstochastic optimal state observation problemtime-invariant

Mathematics Subject Classification ID

Transformations (93B17) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12)

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Cited in

(4)

• A Riccati equation approach to the singular LQG problem
• scientific article; zbMATH DE number 4181261 (Why is no real title available?)
• On partially augmented observers for systems with coloured noises
• A reduced‐order stochastic observer approach to optimal state estimation with noise‐free measurements

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