DocumentCode
3071193
Title
Minimal order estimation of multivariable discrete-time stochastic linear systems
Author
Baram, Y. ; Shaked, U.
Author_Institution
Technion-Israel Institute of Technology, Haifa, Israel
fYear
1985
fDate
11-13 Dec. 1985
Firstpage
1637
Lastpage
1639
Abstract
Minimal order estimation of the state of a discrete-time, multi-input, multi-output stochastic linear system is considered. The relationship between the given system structure and the order of the minimal estimator is investigated and a necessary and sufficient condition for order minimality is derived in terms of the internal system structure.
Keywords
Control systems; Equations; Kalman filters; Linear systems; Stochastic systems; Tellurium;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1985 24th IEEE Conference on
Conference_Location
Fort Lauderdale, FL, USA
Type
conf
DOI
10.1109/CDC.1985.268793
Filename
4048593
Link To Document