DocumentCode :
859012
Title :
A unified solution to the singular and nonsingular linear minimum-variance estimation problem
Author :
Bekir, Esmat
Author_Institution :
Rocketdyne Div., Canoga Park, CA, USA
Volume :
33
Issue :
6
fYear :
1988
fDate :
6/1/1988 12:00:00 AM
Firstpage :
590
Lastpage :
591
Abstract :
A unified solution is derived for the transfer function matrix of the minimum-variance estimator of the state of a linear continuous-time system with noisy or noise-free measurements. For the noisy measurement case, the Kalman-Bucy filter standard equations are used to give the general format of the transfer function. The Kalman-Bucy gain, using the spectral factorization on the algebraic in the S plane, is derived and substituted in the transfer-function expression. The singular case is then shown to be a special case of the noisy measurement estimator
Keywords :
linear systems; matrix algebra; state estimation; transfer functions; Kalman-Bucy filter; Kalman-Bucy gain; continuous-time system; linear systems; minimum-variance estimator; spectral factorization; state estimation; transfer function matrix; Adaptive control; Bifurcation; Feedback; Nonlinear equations; Nonlinear systems; Packaging; Riccati equations; State estimation; Symmetric matrices; Transfer functions;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/9.1260
Filename :
1260
Link To Document :
بازگشت