Title :
Polynomial equations for the linear MMSE state estimation
Author :
Chisci, Luigi ; Mosca, Edoardo
Author_Institution :
Dipartimento di Sistemi e Inf., Firenze Univ., Italy
fDate :
5/1/1992 12:00:00 AM
Abstract :
The linear minimum mean square error (MMSE) state estimation problem is solved via spectral factorization and a pair of bilateral Diophantine equations. Detectability and/or stability requirements, in the Riccati-based solution context are expressed in terms of the stability of the greatest common right and left divisors of polynomial matrices
Keywords :
matrix algebra; polynomials; stability; state estimation; Riccati-based solution; bilateral Diophantine equations; greatest common left divisors; greatest common right divisors; linear minimum mean square error state estimation; polynomial matrices; spectral factorization; stability requirements; Automatic control; Control system synthesis; Control systems; Feedback; Mean square error methods; Polynomials; Riccati equations; Stability; State estimation; Sufficient conditions;
Journal_Title :
Automatic Control, IEEE Transactions on
