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

DOI10.1080/00207178308933027MaRDI QIDQ4746590zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 3635876 (Why is no real title available?)
• Conditions for Positive and Nonnegative Definiteness in Terms of Pseudoinverses
• Doležal's theorem, linear algebra with continuously parametrized elements, and time-varying systems
• On Normality and Conjugate Point Criteria for Singular Extremals
• On stochastic observer estimators for continuous-time systems
• Reduced-order optimal state estimator for linear systems with partially noise corrupted measurement
• The High Order Maximal Principle and Its Application to 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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