Solution in the z-domain to the discrete-time stationary Kalman filtering problem for systems with perfect measurements

DOI10.1109/TAC.1986.1104181zbMath0598.93055MaRDI QIDQ3734277

Uri Shaked

Publication date: 1986

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

zbMATH Keywords

perfect measurementsdiscrete-time stationary Kalman filteringminimum variance errorz- domain

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Stationary stochastic processes (60G10) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (3)

Optimal reduced-order estimators in the frequency domain: the discrete-time case ⋮ A closed-form solution to the discrete-time Kalman filter and its applications ⋮ Design of observer-based compensators in the frequency domain: the discrete-time case

This page was built for publication: Solution in the z-domain to the discrete-time stationary Kalman filtering problem for systems with perfect measurements