Title :
Linear discrete reduced order filtering
Author :
Sims, C.S. ; Stotts, L.G.
Author_Institution :
Oklahoma State University, Stillwater, Oklahoma
Abstract :
The linear reduced order filtering problem is formulated as a matrix two-point boundary-value problem. Cases are presented in which the two-point boundary value problem simplifies, and may be solved with a reasonable amount of calculation.
Keywords :
Boundary value problems; Filtering; Noise reduction; Nonlinear filters; State estimation;
Conference_Titel :
Decision and Control including the 17th Symposium on Adaptive Processes, 1978 IEEE Conference on
Conference_Location :
San Diego, CA, USA
DOI :
10.1109/CDC.1978.268120
