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
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;
Conference_Titel :
Decision and Control, 1985 24th IEEE Conference on
Conference_Location :
Fort Lauderdale, FL, USA
DOI :
10.1109/CDC.1985.268793
