Optimal reduced-order estimators in the frequency domain: the discrete-time case

DOI10.1080/00207179008953583zbMath0707.93070OpenAlexW2030354216MaRDI QIDQ3489908

Christoph Wurmthaler, Peter Hippe

Publication date: 1990

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179008953583

zbMATH Keywords

spectral factorizationKalman filterreduced-order optimal estimator

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Related Items

Unnamed Item ⋮ Kalman filtering with constrained output injection ⋮ New unbiased H infinity functional filters designs for discrete‐time linear systems ⋮ Unknown inputs functional observers designs for delay descriptor systems

Cites Work

• Efficient algorithm for matrix spectral factorization
• Linear multivariable systems
• Design of reduced-order optimal estimators directly in the frequency domain
• Solution in the z-domain to the discrete-time stationary Kalman filtering problem for systems with perfect measurements
• The properties of reduced-order minimum-variance filters for systems with partially perfect measurements