On the optimal unbiased functional filtering

DOI10.1109/9.867052MaRDI QIDQ2730178zbMATH OpenOpenAlexFDO

Authors Mohamed Darouach

Publication date 5 August 2001

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

Full work available at URL https://doi.org/10.1109/9.867052

zbMATH Keywords

convergencereduced-order filterRiccati equationstability

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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Cited in

(8)

• Optimal unbiased reduced order filtering for discrete-time descriptor systems via LMI
• Optimal unbiased filtering via linear matrix inequalities
• A procedure for constructing optimum functional filters for linear stationary stochastic systems
• Riemann function approach to unbiased filtering and prediction
• Comparative analysis of optimal filters of the second and third order for continuous-time systems
• Optimal discrete-time unbiased filtering for systems with unknown inputs
• Robust reduced order unbiased filtering for uncertain systems
• Transfer functions of optimum filters of different dynamic orders for discrete systems

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