A unified approach to optimal state estimation for stochastic singular systems (Q1295076)
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scientific article; zbMATH DE number 1325682
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| English | A unified approach to optimal state estimation for stochastic singular systems |
scientific article; zbMATH DE number 1325682 |
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A unified approach to optimal state estimation for stochastic singular systems (English)
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28 February 2000
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The paper provides unified forms for the filter, predictor and smoother of possibly singular, discrete-time, linear stochastic systems. The approach is based on the time domain innovation analysis method and provides also the optimal white noise estimates.
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singular systems
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state estimation
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innovation analysis
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0.8514649868011475
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0.8427951335906982
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0.8260266780853271
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0.8251606822013855
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