Title :
Simple derivation of discrete minimal-order optimal estimator
Author :
O´Reilly, J. ; Fahmy, M.M.
Author_Institution :
University of Liverpool, Department of Electrical Engineering & Electronics, Liverpool, UK
Abstract :
A simple new derivation of the minimal-order discrete-time optimal estimator is presented. The method exploits the fact that the Kalman filter algorithm can be directly reduced in order by the number of noise-free system measurements.
Keywords :
Kalman filters; filtering and prediction theory; state estimation; stochastic systems; Kalman filter algorithm; control theory; derivation; discrete minimal-order optimal estimator; filtering theory; noise-free system measurements; stochastic linear systems;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19810633
