Reduced-order estimation Part 2. Smoothing

DOI10.1080/00207178708933853MaRDI QIDQ3026882zbMATH OpenOpenAlexFDO

Authors Ronald E. Helmick, Craig S. Sims, Krishna M. Nagpal

Publication date 1987

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178708933853

zbMATH Keywords

continuous-timemean- square smoothing errorreduced-order filtersreduced-order fixed-interval smoothingsuboptimality

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Inference from stochastic processes and prediction (62M20) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11) Data smoothing in stochastic control theory (93E14)

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Cited in

(3)

• Innovation approach to reduced-order estimation of complementary states.
• Innovation approach to reduced-order estimation of complementary states.
• An LMI approach to periodic discrete-time unbiased filtering

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