On partially augmented observers for systems with coloured noises

DOI10.1080/00207179308934391zbMATH Open0789.93021OpenAlexW2023730328MaRDI QIDQ4036147FDOQ4036147

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

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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)

Cites Work

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• The optimal projection equations for reduced-order state estimation
• Optimal reduced-order state estimation for unstable plants
• The optimal projection equations for model reduction and the relationships among the methods of Wilson, Skelton, and Moore
• Design of low order estimators using reduced models
• Extended limiting forms of optimum observers and LQG regulators
• Reduced-order estimation Part 1. Filtering
• Direct solution to the general reduced-order stochastic observation problem
• Limiting forms of optimal observers
• Principal coordinate realization of state estimation and its application of order reduction

Cited In (1)

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

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