Optimal minimal order N-State estimators
โ
L.H. Ferry; D. Williamson
๐
Article
๐
1976
๐
Elsevier Science
๐
English
โ 387 KB
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