Suboptimal filtering for a singular discrete-time stochastic linear system

zbMATH Open0702.93052MaRDI QIDQ915705FDOQ915705

Authors: Enping Wang 

Publication date: 1990

Published in: Chinese Science Bulletin (Search for Journal in Brave)

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zbMATH Keywords

white noisesingular systemSuboptimal filtering

Mathematics Subject Classification ID

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

Cited In (13)

• Filtering and LQG problems for discrete-time stochastic singular systems
• Mixed mode solution to the partially singular discrete-time filtering problem by sequential decomposition
• Explicit solution to the singular discrete-time stationary linear filtering problem
• Explicit solutions to the singular discrete finite-time linear estimation problem
• Anisotropy-based suboptimal filtering for the linear discrete time-invariant systems
• Title not available (Why is that?)
• Optimal filtering and smoothing for discrete-time stochastic singular systems
• Title not available (Why is that?)
• Suboptimal continuous filtering based on the decomposition of observation vector
• Suboptimal continuous-discrete filtering based on decomposition of observations
• Title not available (Why is that?)
• Computational suboptimal filter for a class of Wiener-Poisson driven stochastic processes
• Title not available (Why is that?)

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