Minimal-order estimation of multivariable continuous time stochastic linear systems

DOI10.1109/TAC.1985.1103982MaRDI QIDQ3676031zbMATH OpenOpenAlexFDO

Authors 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)

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