Explicit solutions to the singular discrete finite-time linear estimation problem

DOI10.1080/00207178608933464MaRDI QIDQ3725984zbMATH OpenOpenAlexFDO

Authors B. Priel, U. Shaked

Publication date 1986

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

Full work available at URL https://doi.org/10.1080/00207178608933464

zbMATH Keywords

linear filteringnon-stationary singular filtersmoothing

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Algebraic methods (93B25) Pole and zero placement problems (93B55) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11) Data smoothing in stochastic control theory (93E14)

Recommendations

• Explicit solution to the singular discrete-time stationary linear filtering problem
• scientific article; zbMATH DE number 4191534
• scientific article; zbMATH DE number 3985104
• Optimal linear filtering and smoothing for a discrete-time stable linear model
• Suboptimal filtering for a singular discrete-time stochastic linear system

Cites work

• A generalized inverse solution to the discrete-time singular Riccati equation
• Explicit solution to the singular discrete-time stationary linear filtering problem
• Explicit solutions to the linear optimal estimation problem of discrete time invariant linear processes

Cited in

(3)

• scientific article; zbMATH DE number 4191534 (Why is no real title available?)
• Explicit solution to the singular discrete-time stationary linear filtering problem
• A closed-form solution to the discrete-time Kalman filter and its applications

This page was built for publication: Explicit solutions to the singular discrete finite-time linear estimation problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3725984)