• DocumentCode
    849379
  • Title

    Minimal-order estimation of multivariable continuous time stochastic linear systems

  • Author

    Baram, Yoram ; Shaked, Uri

  • Author_Institution
    Technion--Israel Institute of Technology, Haifa, Israel
  • Volume
    30
  • Issue
    5
  • fYear
    1985
  • fDate
    5/1/1985 12:00:00 AM
  • Firstpage
    483
  • Lastpage
    484
  • Abstract
    Minimal-order state estimation of continuous time, multiinput, multioutput stochastic linear systems is considered. A necessary and sufficient condition for order minimality is obtained in terms of the internal system structure.
  • Keywords
    Linear systems, stochastic; Multivariable systems; Reduced-order systems, linear; State estimation, linear systems; Stochastic systems, linear; Eigenvalues and eigenfunctions; Filters; Laplace equations; Linear systems; Matrices; State estimation; Stochastic systems; Sufficient conditions; Systems engineering and theory; Vectors;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1985.1103982
  • Filename
    1103982
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=849379