Title :
Restricted structure optimal linear pseudo-state filtering for discrete-time systems
Author_Institution :
Ind. Control Unit, Strathclyde Univ., Glasgow, UK
Abstract :
A new class of discrete-time optimal linear estimators is introduced that minimizes estimation error variance criterion but where the structure is pre-specified to have a relatively simple form
Keywords :
covariance matrices; discrete time systems; filtering theory; linear systems; observers; polynomial matrices; transfer function matrices; covariance matrix; discrete-time systems; estimation error; linear time invariant systems; observers; polynomial matrix; pseudo-state filtering; tranfer function matrix; Buildings; Colored noise; Electronic mail; Filtering; Industrial control; Kalman filters; Noise measurement; Nonlinear filters; Polynomials; White noise;
Conference_Titel :
American Control Conference, 2000. Proceedings of the 2000
Conference_Location :
Chicago, IL
Print_ISBN :
0-7803-5519-9
DOI :
10.1109/ACC.2000.878889
