Title :
Minimum-variance estimation for a linear continuous-discrete system with noisy state-integral observation
Author :
Fujishige, Satoru
Author_Institution :
Kyoto University, Kyoto, Japan
fDate :
2/1/1975 12:00:00 AM
Abstract :
This note considers the state estimation problem for a linear continuous-discrete system with noisy state-integral observations. An innovations approach is adopted to derive the minimum-variance estimator algorithm.
Keywords :
Innovations methods; Linear systems, stochastic; State estimation; Stochastic systems, linear; Differential equations; Filters; Physics; Pollution measurement; State estimation; Stochastic resonance; Stochastic systems; Technological innovation; White noise; Working environment noise;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1975.1100859
