Title :
On linear estimation with transformed measurements
Author :
Chang, C.B. ; Holmes, R.B.
Author_Institution :
Massachusetts Institute of Technology, Lexington, MA, USA
fDate :
2/1/1983 12:00:00 AM
Abstract :
In this paper, we discuss some properties of linear estimation based upon transformed measurements. A necessary and sufficient condition on the measurement transformation, such that the estimate based upon the transformed measurements is the same as the estimate based upon the original measurements, is given. Problems of this kind often arise in applications such as data compression, distributed signal processing, and fixed-interval smoothing.
Keywords :
Smoothing methods; State estimation; Control system synthesis; Control systems; Controllability; Difference equations; Linear systems; Optimal control; Reduced order systems; Speech synthesis;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1983.1103204