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
โฆ LIBER โฆ
Information states for linear stochastic systems
โ Scribed by M.H.A Davis; P.P Varaiya
- Publisher
- Elsevier Science
- Year
- 1972
- Tongue
- English
- Weight
- 673 KB
- Volume
- 37
- Category
- Article
- ISSN
- 0022-247X
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