Steady-State Optimal State and Input Observer for Discrete Stochastic Systems

DOI10.1115/1.3153026MaRDI QIDQ4206672zbMATH OpenOpenAlexFDO

Authors

Publication date 1989

Published in Journal of Dynamic Systems, Measurement, and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1115/1.3153026

zbMATH Keywords

state and input observersteady-state optimal observertime-invariantunknown inputs

Mathematics Subject Classification ID

Observability (93B07) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Data smoothing in stochastic control theory (93E14)

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Cited in

(1)

• The design of optimal reduced-order stochastic observers for discrete-time linear systems

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