Minimal Order Estimation of Multivariable Discrete-Time Stochastic Linear Systems
โ Scribed by Baram, Yoram; Shaked, Uri
- Book ID
- 118208647
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 1986
- Tongue
- English
- Weight
- 410 KB
- Volume
- 24
- Category
- Article
- ISSN
- 0363-0129
- DOI
- 10.1137/0324051
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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
Studies on discrete-time system analysis and design via singular perturbations and time-scale methods have been developed in recent years. Representative issues and results of modelling, analysis and control have been reviewed by Naidu et al. These studies can be classified into the slow-time-scale