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A Unified Approach to Optimal State Estimation for Stochastic Singular Systems

โœ Scribed by HUAN-SHUI ZHANG; TIAN-YOU CHAI; XIANG-JIE LIU


Book ID
108307478
Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
126 KB
Volume
34
Category
Article
ISSN
0005-1098

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Optimal minimal order N-State estimators
โœ L.H. Ferry; D. Williamson ๐Ÿ“‚ Article ๐Ÿ“… 1976 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 387 KB

SummarymThis paper presents the general solution to the problem of designing minimal order estimators to optimally estimate the state vector x, of a linear discrete-time stochastic system with time invariant dynamics. The estimators differ depending on the number N of stages over which the estimates