Optimal and suboptimal results in full- and reduced-order linear filtering

DOI10.1109/TAC.1978.1101770zbMath0377.93050OpenAlexW1983756122MaRDI QIDQ4156257

Craig S. Sims, Robert B. Asher

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1109/tac.1978.1101770

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Related Items (2)

The optimal projection equations for reduced-order, discrete-time state estimation for linear systems with multiplicative white noise ⋮ Modified stochastic Luenberger observers

This page was built for publication: Optimal and suboptimal results in full- and reduced-order linear filtering