Reduced order state estimators for discrete-time stochastic systems

DOI10.1109/TAC.1977.1101553zbMATH Open0362.93024OpenAlexW2164467030MaRDI QIDQ4137039FDOQ4137039

Authors: Frederick W. Fairman 

Publication date: 1977

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

Full work available at URL: https://doi.org/10.1109/tac.1977.1101553

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cited In (4)

• The optimal projection equations for reduced-order, discrete-time state estimation for linear systems with multiplicative white noise
• On linear least-squares estimators for continuous-time stochastic systems
• Modified stochastic Luenberger observers
• On the stability of a reduced-order filter based on dominant singular value decomposition of the system dynamics

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