Title :
A Minimum-Variance Observer-Estimator
Author_Institution :
Dept. of Electrical Engineering, Wright State University, Dayton, OH 45435
Abstract :
An minimum-variance observer-estimator is developed which can provide a full-dimensional vector of state estimates for systems where the dimension of the measurement vector is smaller than that of the state vector and no measurements are noise-free.
Keywords :
Bismuth; Covariance matrix; Filters; Large-scale systems; Matrices; Noise generators; Noise measurement; Noise reduction; Observers; State estimation;
Conference_Titel :
American Control Conference, 1992
Conference_Location :
Chicago, IL, USA
Print_ISBN :
0-7803-0210-9
