DocumentCode
1377893
Title
On the optimal unbiased functional filtering
Author
Darouach, Mohamed
Author_Institution
CRAN
Volume
45
Issue
7
fYear
2000
fDate
7/1/2000 12:00:00 AM
Firstpage
1374
Lastpage
1379
Abstract
Presents a simple solution to the optimal unbiased reduced-order (or functional) filtering problem for linear time-varying systems. Necessary and sufficient conditions for the existence of the obtained filter are given. Stability and convergence conditions are developed for the time-invariant systems. Both continuous- and discrete-time cases are considered
Keywords
Riccati equations; continuous time systems; convergence; discrete time systems; filtering theory; linear systems; reduced order systems; stability; state estimation; time-varying systems; convergence conditions; linear time-varying systems; necessary and sufficient conditions; optimal unbiased functional filtering; reduced-order filtering; time-invariant systems; Fault diagnosis; Filtering theory; Noise measurement; Nonlinear filters; Optimal control; Riccati equations; Stability; State estimation; Sufficient conditions; Vectors;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.867052
Filename
867052
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