On partially augmented observers for systems with coloured noises

DOI10.1080/00207179308934391zbMath0789.93021MaRDI QIDQ4036147

Yoram Halevi, Agnès Cohen Jalfon

Publication date: 16 May 1993

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

Full work available at URL: https://doi.org/10.1080/00207179308934391

zbMATH Keywords

Riccati equation; Lyapunov equations; projection matrices; optimal estimation; continuous-time; linear systems with noise; optimal fixed order observers

Mathematics Subject Classification ID

93B30: System identification

93C05: Linear systems in control theory

93E12: Identification in stochastic control theory

93B07: Observability

93E03: Stochastic systems in control theory (general)

93C15: Control/observation systems governed by ordinary differential equations

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