Direct solution to the general reduced-order stochastic observation problem

DOI10.1080/00207178708933763zbMath0609.93068OpenAlexW2147125551WikidataQ126245924 ScholiaQ126245924MaRDI QIDQ3751493

Eugene Soroka, Uri Shaked

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1080/00207178708933763

zbMATH Keywords

time-invariantcontinuous-timereduced-order modeldifferentiation- transformation schememinimum-order full-state estimatorsingular Kalman filteringstochastic optimal state observation problem

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Transformations (93B17)

Related Items (2)

On partially augmented observers for systems with coloured noises ⋮ A Riccati equation approach to the singular LQG problem

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