• DocumentCode
    847848
  • Title

    On reducing the order of Kalman filters for discrete-time stochastic systems having singular measurement noise

  • Author

    Fairman, F.W. ; Luk, L.

  • Author_Institution
    Queen´´s University, Kingston, Ontario, Canada
  • Volume
    30
  • Issue
    11
  • fYear
    1985
  • fDate
    11/1/1985 12:00:00 AM
  • Firstpage
    1150
  • Lastpage
    1152
  • Abstract
    A reduced-order least squares state estimator is developed for estimating the states of a linear discrete-time stochastic system having some outputs which are noise free.
  • Keywords
    Kalman filtering, linear systems; Linear systems, stochastic; Reduced-order systems, linear; Stochastic systems, linear; Covariance matrix; Equations; Least squares approximation; Noise measurement; Noise reduction; Observers; State estimation; Stochastic systems; Technological innovation; Vectors;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1985.1103832
  • Filename
    1103832
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=847848