Minimal-order observer-estimators for continuous-time linear systems
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Cites work
- Observer theory for continuous-time linear systems
- On a Matrix Riccati Equation of Stochastic Control
- On the computation of optimal stochastic observer gains
- Optimal and sub-optimal control using an observer when some of the state variables are not measurable†
- Optimal filtering for correlated noise
- Optimal filtering for Gauss—Markov noise
- State estimation from measurements with correlated noise without using differentiators†
Cited in
(15)- Solution of the linear filtration problem for observations containing colored noise
- On linear least-squares estimators for continuous-time stochastic systems
- A study of the Kalman filter as a state estimator of deterministic and stochastic systems
- Comments on ‘A duality principle for state estimation with partially noise-corrupted measurements’
- Dead-beat observers of reduced order for linear periodic discrete-time systems with inaccessible inputs
- Linear differential algebraic equations and observers
- Extended limiting forms of optimum observers and LQG regulators
- Direct solution to the general reduced-order stochastic observation problem
- Design of low-order delayed-measurement observers for discrete-time linear systems
- Limiting forms of optimal observers
- Return-difference matrix properties of optimal linear stationary estimation and control in singular case
- Minimal-order observers for linear multivariable systems with unmeasurable disturbances
- Low-sensitivity feedback controllers for linear systems with incomplete state information
- Desensitizing observers for LQG feedback control†
- Design of single-functional observers for linear time-varying multivariable systems
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