Title :
An algorithm for estimating a portion of the state vector
Author_Institution :
Oklahoma State University, Stillwater, OK, USA
fDate :
8/1/1974 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1974.1100584
