scientific article; zbMATH DE number 3985104

zbMATH Open0608.93067MaRDI QIDQ3748950FDOQ3748950

Authors: A. Kitapci, Edmond Jonckheere, Leonard M. Silverman 

Publication date: 1986

Title of this publication is not available (Why is that?)

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zbMATH Keywords

observable and reachable subspacessingular linear filtering

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Observability (93B07) Linear systems in control theory (93C05) Algebraic methods (93B25)

Cited In (15)

• Singular Kalman filtering: new aspects based on an alternative system theory
• Balanced stochastic realizations
• Limiting forms of optimal observers
• Singular filtering problems
• Nearly singular filtering for uniform and non-uniform rank linear continuous systems
• Explicit solutions to the singular discrete finite-time linear estimation problem
• A geometric approach to the singular filtering problem
• Title not available (Why is that?)
• A simple solution to the singular linear minimum-variance estimation problem
• Optimal filtering for stochastic singular systems with multiplicative noise based on Jordan decomposition
• An optimal filtering algorithm for singular systems with multiplicative noise based on singular value decomposition
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• Suboptimal filtering for a singular discrete-time stochastic linear system
• On the existence of an optimal observer in singular measurement systems
• Extended limiting forms of optimum observers and LQG regulators

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