Singular filtering problems
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Publication:1262287
DOI10.1016/0167-6911(89)90122-9zbMath0685.93070OpenAlexW2258749936MaRDI QIDQ1262287
Publication date: 1989
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6911(89)90122-9
continuous-timecontinuous time steady state linear filteringdual control problemnon- singular filtering problems
Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Eigenvalues, singular values, and eigenvectors (15A18)
Related Items (1)
Cites Work
- Determination of the inertia of a partitioned Hermitian matrix
- Optimal filtering for correlated noise
- The properties of reduced-order minimum-variance filters for systems with partially perfect measurements
- A Generalized Eigenvalue Approach for Solving Riccati Equations
- Matrix Quadratic Solutions
- The maximally achievable accuracy of linear optimal regulators and linear optimal filters
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