Explicit solution to the singular discrete-time stationary linear filtering problem
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Publication:3222091
closed-form expressionscoloured measurement noisehigh signal-to-noise ratiosingular casestationary discrete-time linear minimum variance filtering
Eigenvalues, singular values, and eigenvectors (15A18) Stationary stochastic processes (60G10) Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes and prediction (62M20) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Filtering in stochastic control theory (93E11)
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(29)- Sensitivity properties of a class of discrete-time LQG controllers with computation delays
- A design of discrete-time integral controllers with computation delays via loop transfer recovery
- Robust digital control of a high-performance engine
- Singular filtering problems
- Filter problems of linear singular systems
- Limiting performance of optimal linear discrete filters
- Discrete-time loop transfer recovery for systems with nonminimum phase zeros and time delays
- Extended discrete-time LTR synthesis of delayed control systems
- Kalman type filter under stationary noises
- Simultaneous input \& state estimation, singular filtering and stability
- Discrete-time LQG/LTR technique for systems with time delays
- Decoupling properties of singular LQ regulation problem
- Optimal filtering of discrete-time linear stationary processes under high signal-to-noise ratio conditions
- Nearly singular filtering for uniform and non-uniform rank linear continuous systems
- Regions of pole location of the discrete stationary Kalman filter
- Explicit solution for a class of discrete-time algebraic Riccati equations
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- Explicit solution to the unstable stationary filtering problem
- Extended limiting forms of optimum observers and LQG regulators
- Explicit solutions to the singular discrete finite-time linear estimation problem
- scientific article; zbMATH DE number 4001999 (Why is no real title available?)
- Mixed mode solution to the partially singular discrete-time filtering problem by sequential decomposition
- A unified solution to the singular and nonsingular linear minimum-variance estimation problem
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- A simple solution to the singular linear minimum-variance estimation problem
- Kalman estimation with Brownian disturbances
- Lanczos-based exponential filtering for discrete ill-posed problems
- A closed-form solution to the discrete-time Kalman filter and its applications
- A limit Kalman filter and smoother for systems with unknown inputs
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