Extended limiting forms of optimum observers and LQG regulators
DOI10.1080/00207178608933458zbMATH Open0589.93058OpenAlexW2030011914WikidataQ126245996 ScholiaQ126245996MaRDI QIDQ3718596FDOQ3718596
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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
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algebraic Riccati equationlinear continuous-time systemsingular optimal estimationlinear-quadratic Gaussian problemsingular measurement noise
Linear systems in control theory (93C05) Model systems in control theory (93C99) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)
Cites Work
- Title not available (Why is that?)
- Properness of feedback transfer matrices
- Observer theory for continuous-time linear systems
- Minimal-order observer-estimators for continuous-time linear systems
- Nearly singular filtering for uniform and non-uniform rank linear continuous systems
- Return-difference matrix properties of optimal linear stationary estimation and control in singular case
Cited In (10)
- Limiting forms of optimal observers
- On partially augmented observers for systems with coloured noises
- Admissible MIMO singular observation LQG designs
- On the recovery procedure for LQG systems
- Extended optimality properties of the linear quadratic regulator and stationary Kalman filter
- A unified solution to the singular and nonsingular linear minimum-variance estimation problem
- State estimation for linear systems with observations partially corrupted by noise
- A Riccati equation approach to the singular LQG problem
- On the existence of an optimal observer in singular measurement systems
- Inadmissibility of siso singular observation lqg design
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