Title :
Reduced order estimation for non-Markov processes
Author :
Helmick, R. ; Sims, C.
Author_Institution :
West Virginia University, Morgantown, WV
Abstract :
Reduced-order smoothers are developed for linear stochastic boundary-value problems. The design of the smoothers is shown to involve solving linear two-point boundary-value problems.
Keywords :
Delay effects; Equations; Filters; Noise measurement; Optimal control; Performance evaluation; Reduced order systems; Smoothing methods; Stochastic processes; Vectors;
Conference_Titel :
Decision and Control, 1985 24th IEEE Conference on
Conference_Location :
Fort Lauderdale, FL, USA
DOI :
10.1109/CDC.1985.268788
