Title :
Minimal Order Estimation of Multivariable Continuous Time Stochastic Linear Systems
Author :
Baram, Yoram ; Shaked, Uri
Author_Institution :
Department of Electrical Engineering, Technion, Israel Institute of Technology, Haifa, Israel.
Abstract :
Minimal order estimation of the state and the output of continuous time stochastic linear systems is considered. Necessary and sufficient conditions for order minimality are obtained in terms of the internal system structure.
Keywords :
Covariance matrix; Eigenvalues and eigenfunctions; Laplace equations; Linear systems; Riccati equations; Space technology; State estimation; Stochastic systems; Sufficient conditions; Yield estimation;
Conference_Titel :
American Control Conference, 1984
Conference_Location :
San Diego, CA, USA
