Recursive Filtering

DOI10.1111/J.1467-9574.1978.TB01382.XMaRDI QIDQ4158871zbMATH OpenOpenAlexFDO

Authors Jan C. Willems

Publication date 1978

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9574.1978.tb01382.x

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02)

Cites work

• scientific article; zbMATH DE number 3497161 (Why is no real title available?)
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• scientific article; zbMATH DE number 3195740 (Why is no real title available?)
• scientific article; zbMATH DE number 3054885 (Why is no real title available?)
• A view of three decades of linear filtering theory
• Comments on "Canonical matrix fraction and state-space descriptions for deterministic and stochastic linear systems"
• The Separation Principle for Stochastic Evolution Equations

Cited in

(4)

• Full and reduced-order observer-based controller design forH₂-optimization
• Deterministic least squares filtering.
• Necessary and sufficient conditions under which anH²optimal control problem has a unique solution
• The simple pendulum and the periodic LQG control problem

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