The properties of reduced-order minimum-variance filters for systems with partially perfect measurements

DOI10.1109/9.14414zbMath0661.93071OpenAlexW2084703568MaRDI QIDQ3812146

Eugene Soroka, Uri Shaked

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1109/9.14414

zbMATH Keywords

time-invariantcontinuous-timelinear, continuous time-invariant systemminimum-order left inversereduced-order minimum-variance filter

Mathematics Subject Classification ID

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

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Optimal reduced-order estimators in the frequency domain: the discrete-time case ⋮ Discrete Time Minimum Variance Control of Satellite System ⋮ Modified stochastic Luenberger observers ⋮ LQG/LTR procedure using reduced-order Kalman filters ⋮ Theory of LTR for non-minimum phase systems, recoverable target loops, and recovery in a subspace Part 1. Analysis ⋮ Singular filtering problems

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