Minimal-order Wiener filter for a system with exact measurements

DOI10.1109/TAC.1985.1104050zbMath0567.93069OpenAlexW2121246491MaRDI QIDQ3684012

Violet B. Haas

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.1985.1104050

zbMATH Keywords

uncertain systemsseparation principleoptimal steady-state estimators

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Model systems in control theory (93C99)

Related Items (1)

Limiting forms of optimal observers

This page was built for publication: Minimal-order Wiener filter for a system with exact measurements