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Necessary conditions for exact controllability with a finite-dimensional input space

✍ Scribed by Richard Rebarber; George Weiss

Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
150 KB
Volume
40
Category
Article
ISSN
0167-6911

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✍ J. Casals; S. Sotoca πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 547 KB

In this work, we derive exact and approximate expressions for the conditional mean and variance of the initial state of a state space model, allowing for unit roots and stochastic inputs. These results provide adequate initial conditions to compute the exact likelihood using the Kalman filter. The e