DocumentCode
814865
Title
An algorithm for estimating a portion of the state vector
Author
Sims, Craig S.
Author_Institution
Oklahoma State University, Stillwater, OK, USA
Volume
19
Issue
4
fYear
1974
fDate
8/1/1974 12:00:00 AM
Firstpage
391
Lastpage
393
Abstract
An algorithm is developed for estimating a portion of the state of a linear dynamical system. The dimension of the filter used in the estimation procedure may be considerably smaller than the dimension of a Kalman filter used to estimate the entire state vector. Thus, an on line computational advantage is achieved. The savings may be significant if the dimension of the segment of the state vector which is of interest is much smaller than the dimension of the entire state vector.
Keywords
Linear systems, time-varying discrete-time; State estimation; Calculus; Control systems; Difference equations; Estimation theory; Noise generators; Nonlinear filters; Observers; State estimation; Stochastic systems; Vectors;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1974.1100584
Filename
1100584
Link To Document