Title :
On stochastic observer estimators for continuous-time systems
Author_Institution :
Queen´´s University, Kingston, Ontario, Canada
fDate :
10/1/1977 12:00:00 AM
Abstract :
The problem of least squares state estimation for continuous linear stochastic systems having some noise-free outputs is reconsidered. It is shown that the approach of Bryson and Johansen [1] can be used to provide a simple derivation of the stochastic observer estimator in a readily implementable form.
Keywords :
Least-squares estimation; Linear systems, stochastic continuous-time; Observers; Colored noise; Least squares approximation; Noise measurement; Nonlinear filters; Observers; State estimation; Stochastic resonance; Stochastic systems; Vectors; White noise;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1977.1101625
