A general Hankel-norm approximation scheme for linear recursive filtering

DOI10.1016/0005-1098(90)90162-BMaRDI QIDQ752656zbMATH OpenFDO

Authors Andrea Gombani, Michele Pavon

Publication date 1990

Published in Automatica (Search for Journal in Brave)

zbMATH Keywords

smoothingrecursive estimationmodel reductionapproximate recursive low-dimensional filterHankel-norm approximationHankel-norm techniques

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12)

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Cited in

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• On approximate recursive prediction of stationary stochastic processes

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