Reduced-Order Kalman Filtering with Incomplete Observability

DOI10.2514/3.55985zbMath0463.93069OpenAlexW1966297940MaRDI QIDQ3914873

Katsuo Yonezawa

Publication date: 1980

Published in: Journal of Guidance and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2514/3.55985

zbMATH Keywords

decompositionRiccati equationKalman filteringorder reduction

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Canonical structure (93B10) Observability (93B07)

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