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Optimal minimal order N-State estimators for linear stochastic systems

โœ Scribed by L.H. Ferry; D. Williamson

Publisher
Elsevier Science
Year
1976
Tongue
English
Weight
387 KB
Volume
12
Category
Article
ISSN
0005-1098

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โœฆ Synopsis

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 ยฃ~ยข+1 ..... ~IN+N are to be recursively determined for ! =0, 1,2 ..... The optimal steady state estimator is obtained in the limit as N goes to infinity.

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