Title :
A note on finite-dimensional estimators for infinite-dimensional systems
Author :
Milman, Mark H. ; Scheid, Robert E.
Author_Institution :
Jet Propulsion Laboratory, Pasadena, CA, USA
fDate :
12/1/1985 12:00:00 AM
Abstract :
In this note we prove two theorems regarding finite-dimensional estimators for infinite-dimensional systems. The first concerns the finite dimensionality of the model and the second concerns the finite dimensionality of the observation space. Our analysis applies to very general systems, but appears to be most useful for the estimation of static systems from point sensing.
Keywords :
Linear systems, stochastic; Reduced-order systems, linear; State estimation, linear systems; Stochastic systems, linear; Blades; Extraterrestrial measurements; Gaussian noise; Hilbert space; Noise measurement; Performance analysis; Power system modeling; State estimation; State-space methods; Testing;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1985.1103874
