• DocumentCode
    817660
  • Title

    Minimum-variance estimation for a linear continuous-discrete system with noisy state-integral observation

  • Author

    Fujishige, Satoru

  • Author_Institution
    Kyoto University, Kyoto, Japan
  • Volume
    20
  • Issue
    1
  • fYear
    1975
  • fDate
    2/1/1975 12:00:00 AM
  • Firstpage
    139
  • Lastpage
    140
  • 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;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1975.1100859
  • Filename
    1100859
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=817660