Minimal-order estimation of multivariable continuous time stochastic linear systems

DOI10.1109/TAC.1985.1103982zbMATH Open0562.93075OpenAlexW2125268906MaRDI QIDQ3676031FDOQ3676031

Yoram Baram, U. Shaked

Publication date: 1985

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1985.1103982

zbMATH Keywords

Kalman filterminimality

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Multivariable systems, multidimensional control systems (93C35) Model systems in control theory (93C99) Estimation and detection in stochastic control theory (93E10)

Cited In (4)

• Nonlinear Minimum Variance Estimation for Discrete-Time Multi-Channel Systems
• Explicit construction of the minimum error variance estimator for stochastic LTI-ss systems
• On the internal structure of minimal stochastic realizations
• Title not available (Why is that?)

This page was built for publication: Minimal-order estimation of multivariable continuous time stochastic linear systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3676031)