Limiting forms of optimal observers

DOI10.1080/00207178808906007MaRDI QIDQ3775437zbMATH OpenOpenAlexFDO

Authors

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

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

Recommendations

• Extended limiting forms of optimum observers and LQG regulators
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Cites work

• scientific article; zbMATH DE number 3435336 (Why is no real title available?)
• Extended limiting forms of optimum observers and LQG regulators
• Minimal-order Wiener filter for a system with exact measurements
• Minimal-order observer-estimators for continuous-time linear systems
• Observer theory for continuous-time linear systems
• 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

Cited in

(7)

• Extended observer form: simple existence conditions
• Design of reduced-order optimal estimators directly in the frequency domain
• On partially augmented observers for systems with coloured noises
• The limiting behavior for observations that change with time
• A Riccati equation approach to the singular LQG problem
• On the existence of an optimal observer in singular measurement systems
• Extended limiting forms of optimum observers and LQG regulators

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