DocumentCode
486074
Title
Minimal Order Estimation of Multivariable Continuous Time Stochastic Linear Systems
Author
Baram, Yoram ; Shaked, Uri
Author_Institution
Department of Electrical Engineering, Technion, Israel Institute of Technology, Haifa, Israel.
fYear
1984
fDate
6-8 June 1984
Firstpage
496
Lastpage
499
Abstract
Minimal order estimation of the state and the output of continuous time stochastic linear systems is considered. Necessary and sufficient conditions for order minimality are obtained in terms of the internal system structure.
Keywords
Covariance matrix; Eigenvalues and eigenfunctions; Laplace equations; Linear systems; Riccati equations; Space technology; State estimation; Stochastic systems; Sufficient conditions; Yield estimation;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1984
Conference_Location
San Diego, CA, USA
Type
conf
Filename
4788429
Link To Document