Reduced-order estimation Part 1. Filtering
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Publication:3026881
DOI10.1080/00207178708933852zbMath0624.93064OpenAlexW1987284904MaRDI QIDQ3026881
Ronald E. Helmick, Craig S. Sims, Krishna M. Nagpal
Publication date: 1987
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207178708933852
continuous-timemean-square optimal, unbiased reduced order filteringreduced order innovation process
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Continuous-time Markov processes on general state spaces (60J25) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)
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