A reduced‐order stochastic observer approach to optimal state estimation with noise‐free measurements

DOI10.1002/OCA.690zbMATH Open1069.93520OpenAlexW2076660377MaRDI QIDQ5317812FDOQ5317812

Authors: Edwin Engin Yaz, Yvonne Ilke Yaz 

Publication date: 21 September 2005

Published in: Optimal Control Applications \& Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.690

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zbMATH Keywords

continuous timestate estimationobserversreduced orderminimum variance optimality

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

Cites Work

• Title not available (Why is that?)

Cited In (5)

• Filtering for Linear Stochastic Systems With Small Measurement Noise
• Reduced order state estimation for linear systems with exact measurements
• Direct solution to the general reduced-order stochastic observation problem
• Reduced-order filtering of jump Markov systems with noise-free measurements
• Greedy Algorithms for Optimal Measurements Selection in State Estimation Using Reduced Models

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