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 v 0 steps for completely observable discrete linear time-varying systems with the observability index v 0. 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
Link To Document