A simple solution to the singular linear minimum-variance estimation problem

DOI10.1109/TAC.1987.1104436zbMath0615.93066OpenAlexW2127479246MaRDI QIDQ4724529

Eugene Soroka, Uri Shaked

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1109/tac.1987.1104436

zbMATH Keywords

time-invariantcontinuous-timeerror varianceoptimal estimatorsingular linear minimum-variance estimation

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (5)

Design of reduced-order optimal estimators directly in the frequency domain ⋮ Unnamed Item ⋮ Theory of residence-time control by output feedback ⋮ State estimation for linear systems with observations partially corrupted by noise ⋮ Simultaneous input \& state estimation, singular filtering and stability

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