On Linear Least-Squares Estimators for C
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John O'Reilly
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Article
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1979
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Elsevier Science
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English
β 657 KB
problem of least-squares state estimation of stochastic continuous-time linear systems is reconsidered. A concise derivation of the least-squares minimal-order estimator is presented using an innouations approach. An important result is the reinstatement of the problem in a least-squares estimation