Optimal filtering of linear discrete dynamic systems based on least absolute value approximations

DOI10.1016/0005-1098(90)90134-4MaRDI QIDQ749500zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

optimal linear filteringweighted least absolute value (WLAV) approximations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

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Cites work

• scientific article; zbMATH DE number 4089457 (Why is no real title available?)
• scientific article; zbMATH DE number 4091389 (Why is no real title available?)
• scientific article; zbMATH DE number 3602530 (Why is no real title available?)
• scientific article; zbMATH DE number 3314846 (Why is no real title available?)
• An Improved Algorithm for Discrete l₁ Linear Approximation
• New technique for linear static state estimation based on weighted least absolute value approximations
• Stochastic models, estimation, and control. Vol. 1
• Using the $L_2 $-Estimator in $L_1 $-Estimation

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• Guaranteeing parameter estimation with anomalous measurement errors
• Optimal filtering for continuous linear dynamic systems based on WLAV approximations
• scientific article; zbMATH DE number 3943688 (Why is no real title available?)
• 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
• Robust estimation based on the least absolute deviations method and the Kalman filter
• 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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