Limiting forms of optimal observers

DOI10.1080/00207178808906007zbMath0635.93060OpenAlexW2001124604MaRDI QIDQ3775437

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Publication date: 1988

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

Full work available at URL: https://doi.org/10.1080/00207178808906007

zbMATH Keywords

closed-form expressionsoptimal observerssingular measurement systems

Mathematics Subject Classification ID

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

Related Items (3)

Design of reduced-order optimal estimators directly in the frequency domain ⋮ On partially augmented observers for systems with coloured noises ⋮ A Riccati equation approach to the singular LQG problem

Cites Work

• Unnamed Item
• Minimal-order Wiener filter for a system with exact measurements
• Extended limiting forms of optimum observers and LQG regulators
• On the existence of an optimal observer in singular measurement systems
• Return-difference matrix properties of optimal linear stationary estimation and control in singular case
• Solutions of the Singular Stochastic Regulator Problem
• Minimal-order observer-estimators for continuous-time linear systems
• Observer theory for continuous-time linear systems

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