Extended limiting forms of optimum observers and LQG regulators

DOI10.1080/00207178608933458MaRDI QIDQ3718596zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 1986

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

Full work available at URL https://doi.org/10.1080/00207178608933458

zbMATH Keywords

algebraic Riccati equationlinear continuous-time systemsingular optimal estimationlinear-quadratic Gaussian problemsingular measurement noise

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Model systems in control theory (93C99) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

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Cites work

• scientific article; zbMATH DE number 3435336 (Why is no real title available?)
• Minimal-order observer-estimators for continuous-time linear systems
• Nearly singular filtering for uniform and non-uniform rank linear continuous systems
• Observer theory for continuous-time linear systems
• Properness of feedback transfer matrices
• Return-difference matrix properties of optimal linear stationary estimation and control in singular case

Cited in

(10)

• A Riccati equation approach to the singular LQG problem
• A unified solution to the singular and nonsingular linear minimum-variance estimation problem
• On the existence of an optimal observer in singular measurement systems
• Extended optimality properties of the linear quadratic regulator and stationary Kalman filter
• On partially augmented observers for systems with coloured noises
• State estimation for linear systems with observations partially corrupted by noise
• Admissible MIMO singular observation LQG designs
• On the recovery procedure for LQG systems
• Inadmissibility of siso singular observation lqg design
• Limiting forms of optimal observers

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