Minimal-order estimation of multivariable continuous time stochastic linear systems
โ Scribed by Baram, Y.; Shaked, U.
- Book ID
- 121012108
- Publisher
- IEEE
- Year
- 1985
- Tongue
- English
- Weight
- 195 KB
- Volume
- 30
- Category
- Article
- ISSN
- 0018-9286
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
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
An order estimation of a linear time invariant system has been developed. The order estimation (the number of sets of significant system parameters) is based on function elimination$lters. In presence of noise, the estimation procedure has been improved by using the composite hypothesis and the max