Optimal nearly singular estimation of continuous linear stationary uniform rank systems

DOI10.1080/00207178308933077zbMath0512.93059OpenAlexW2082324409MaRDI QIDQ3657874

Uri Shaked

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1080/00207178308933077

zbMATH Keywords

state estimationerror covariance matricesinfinite and finite time filteringstationary white noise

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Analysis of variance and covariance (ANOVA) (62J10) Model systems in control theory (93C99)

Related Items (2)

Mixed mode solution to the partially singular discrete-time filtering problem by sequential decomposition ⋮ State estimation for linear systems with observations partially corrupted by noise

Cites Work

• Unnamed Item
• The optimal linear-quadratic time-invariant regulator with cheap control
• Generalized quadratic weights for asymptotic regulator properties
• Almost invariant subspaces: An approach to high gain feedback design--Part I: Almost controlled invariant subspaces
• The asymptotic minimum variance estimate of stationary linear single output processes
• On the asymptotic behaviour of optimal root loci
• The use of zeros and zero-directions in model reduction
• Asymptotic root loci of multivariable linear optimal regulators
• A general transfer function approach to linear stationary filtering and steady-state optimal control problems
• Singular perturbations and singular arcs--Part II
• Quadratic weights for asymptotic regulator properties
• Multivariate root loci: a unified approach to finite and infinite zeros

This page was built for publication: Optimal nearly singular estimation of continuous linear stationary uniform rank systems