• DocumentCode
    2410789
  • Title

    Minimum-time filter for discrete linear time-varying system

  • Author

    Liu, Deming

  • Author_Institution
    Dept. of Autom. Control, Beijing Inst. of Technol.
  • fYear
    1992
  • fDate
    1992
  • Firstpage
    2222
  • Abstract
    The new filter presented gives the unbiased estimates in at most v0 steps for completely observable discrete linear time-varying systems with the observability index v0. When applied to a completely observable discrete linear time-varying deterministic system, the proposed filter becomes a minimum-time deadbeat observer. The procedure for the implementation of the proposed filter is greatly simplified since all the calculations are in a recursive form
  • Keywords
    State estimation; discrete systems; filtering and prediction theory; observability; state estimation; time-varying systems; deterministic system; discrete linear time-varying system; minimum time filter; minimum-time deadbeat observer; observability index; Automatic control; Equations; Kalman filters; Nonlinear filters; Observability; Observers; State estimation; Stochastic systems; Time varying systems; White noise;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
  • Conference_Location
    Tucson, AZ
  • Print_ISBN
    0-7803-0872-7
  • Type

    conf

  • DOI
    10.1109/CDC.1992.371398
  • Filename
    371398