On partially augmented observers for systems with coloured noises

DOI10.1080/00207179308934391MaRDI QIDQ4036147zbMATH OpenOpenAlexFDO

Authors Agnès Cohen Jalfon, Yoram Halevi

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

optimal estimationRiccati equationLyapunov equationscontinuous-timeprojection matriceslinear systems with noiseoptimal fixed order observers

Mathematics Subject Classification ID

Observability (93B07) System identification (93B30) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15) Stochastic systems in control theory (general) (93E03) Identification in stochastic control theory (93E12)

Recommendations

• Optimal observers for systems with colored noises
• Filtering based parameter estimation for observer canonical state space systems with colored noise
• Asymptotic Optimality of Approximate Filters in Stochastic Systems with Colored Noises
• Combined estimation of the parameters and states for a multivariable state‐space system in presence of colored noise
• Pseudo separate-bias estimation of nonlinear systems with colored noise
• scientific article; zbMATH DE number 1150369
• Hierarchical extended least squares estimation approaches for a multi-input multi-output stochastic system with colored noise from observation data
• Robust state estimation for discrete time systems with colored noises and communication constraints
• Robust performance analysis of linear discrete-time systems in presence of colored noise

Cites work

• scientific article; zbMATH DE number 3661177 (Why is no real title available?)
• scientific article; zbMATH DE number 3435336 (Why is no real title available?)
• Design of low order estimators using reduced models
• Direct solution to the general reduced-order stochastic observation problem
• Extended limiting forms of optimum observers and LQG regulators
• Limiting forms of optimal observers
• Optimal reduced-order state estimation for unstable plants
• Principal coordinate realization of state estimation and its application of order reduction
• Reduced-order estimation Part 1. Filtering
• The optimal projection equations for model reduction and the relationships among the methods of Wilson, Skelton, and Moore
• The optimal projection equations for reduced-order state estimation

Cited in

(1)

• A new interpretation of the fault-detection filter Part 2. The optimal detection filter

This page was built for publication: On partially augmented observers for systems with coloured noises

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4036147)