Optimal filtering of linear discrete dynamic systems based on least absolute value approximations
DOI10.1016/0005-1098(90)90134-4zbMATH Open0712.93051OpenAlexW1965348560MaRDI QIDQ749500FDOQ749500
Authors: G. S. Christensen, S. A. Soliman 
Publication date: 1990
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0005-1098(90)90134-4
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Cites Work
- Stochastic models, estimation, and control. Vol. 1
- An Improved Algorithm for Discrete $l_1 $ Linear Approximation
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- New technique for linear static state estimation based on weighted least absolute value approximations
- Using the $L_2 $-Estimator in $L_1 $-Estimation
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Cited In (9)
- Data validation using orthogonal filters
- Guaranteeing parameter estimation with anomalous measurement errors
- Title not available (Why is that?)
- Optimal filtering for continuous linear dynamic systems based on WLAV approximations
- Approximate linear minimum variance filters for continuous-discrete state space models: convergence and practical adaptive algorithms
- New technique for linear static state estimation based on weighted least absolute value approximations
- Parameter estimation in linear static systems based on weighted least absolute value estimation
- Optimal filtering algorithm using covariance information in linear discrete-time distributed parameter systems
- Restricted structure optimal linear pseudo-state filtering for discrete-time systems
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