A new reduced-order adaptive filter for state estimation in high-dimensional systems

DOI10.1016/S0005-1098(97)00069-1zbMath0889.93055WikidataQ127952052 ScholiaQ127952052MaRDI QIDQ1371657

S. Hoang, Rémy Baraille, P. De Mey, Olivier Talagrand

Publication date: 3 December 1997

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

large scale systemsreduced-order adaptive filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Large-scale systems (93A15)

Related Items (7)

A new reduced-order adaptive filter for state estimation in high-dimensional systems ⋮ On the efficient low cost procedure for estimation of high-dimensional prediction error covariance matrices ⋮ Prediction error sampling procedure based on dominant Schur decomposition. Application to state estimation in high dimensional oceanic model ⋮ Unnamed Item ⋮ On the design of a stable adaptive filter for state estimation in high dimensional systems ⋮ A two-stage filter for smoothing multivariate noisy data on unstructured grids ⋮ On the stability of a reduced-order filter based on dominant singular value decomposition of the system dynamics

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