A duality principle for state estimation with partially noise-corrupted measurements

DOI10.1080/00207178308933027zbMath0508.60041OpenAlexW4252394259MaRDI QIDQ4746590

Yuh-Tai Ju, Violet B. Haas

Publication date: 1983

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178308933027

zbMATH Keywords

Moore-Penrose generalized inverseduality principleKalman-Bucy filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic stability in control theory (93E15)

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Comments on ‘A duality principle for state estimation with partially noise-corrupted measurements’ ⋮ Reduced order state estimation for linear systems with exact measurements

Cites Work

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• Reduced-order optimal state estimator for linear systems with partially noise corrupted measurement
• On Normality and Conjugate Point Criteria for Singular Extremals
• The High Order Maximal Principle and Its Application to Singular Extremals
• On stochastic observer estimators for continuous-time systems
• Doležal's theorem, linear algebra with continuously parametrized elements, and time-varying systems
• Conditions for Positive and Nonnegative Definiteness in Terms of Pseudoinverses

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