DocumentCode
840694
Title
On variance neutrality of systems within general random parameters
Author
Groot, G. P M De ; De Koning, W.L.
Author_Institution
Esso Netherland, Rotterdam, The Netherlands
Volume
28
Issue
1
fYear
1983
fDate
1/1/1983 12:00:00 AM
Firstpage
101
Lastpage
103
Abstract
A necessary condition for variance neutrality of discrete-time linear systems within general random parameters and with arbitrary observations is established. It is proved that this condition is sufficient as well if the observations are linear. This result is of importance in connection with separability, of optimal control and state estimation.
Keywords
Linear systems, stochastic; State estimation, linear systems; Stochastic systems, linear; Control systems; Digital control; Distribution functions; Integrated circuit noise; Linear systems; Optimal control; Random variables; State estimation; Statistics; Sufficient conditions;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1983.1103129
Filename
1103129
Link To Document