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

DOI10.1080/00207178308933027zbMATH Open0508.60041OpenAlexW4252394259MaRDI QIDQ4746590FDOQ4746590

Authors: 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

Kalman-Bucy filterduality principleMoore-Penrose generalized inverse

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)

Cites Work

• The High Order Maximal Principle and Its Application to Singular Extremals
• Conditions for Positive and Nonnegative Definiteness in Terms of Pseudoinverses
• Title not available (Why is that?)
• Reduced-order optimal state estimator for linear systems with partially noise corrupted measurement
• On stochastic observer estimators for continuous-time systems
• Doležal's theorem, linear algebra with continuously parametrized elements, and time-varying systems
• On Normality and Conjugate Point Criteria for Singular Extremals

Cited In (2)

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

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