Direct solution to the general reduced-order stochastic observation problem (Q3751493)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Direct solution to the general reduced-order stochastic observation problem |
scientific article |
Statements
Direct solution to the general reduced-order stochastic observation problem (English)
0 references
1987
0 references
stochastic optimal state observation problem
0 references
differentiation- transformation scheme
0 references
reduced-order model
0 references
minimum-order full-state estimator
0 references
singular Kalman filtering
0 references
time-invariant
0 references
continuous-time
0 references
0 references
0 references
0 references