On stochastic observer estimators for continuous-time systems

DOI10.1109/TAC.1977.1101625MaRDI QIDQ4143131zbMATH OpenOpenAlexFDO

Authors Frederick W. Fairman

Publication date 1977

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.1977.1101625

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cited in

(8)

• The optimal projection equations for reduced-order, discrete-time state estimation for linear systems with multiplicative white noise
• On linear least-squares estimators for continuous-time stochastic systems
• Comments on ‘A duality principle for state estimation with partially noise-corrupted measurements’
• Direct solution to the general reduced-order stochastic observation problem
• Least squares observer design for continuous stochastic systems†
• Desensitizing observers for LQG feedback control†
• A duality principle for state estimation with partially noise-corrupted measurements
• Reduced order state estimation for linear systems with exact measurements

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