• DocumentCode
    826627
  • Title

    Optimal and suboptimal results in full- and reduced-order linear filtering

  • Author

    Sims, Craig S. ; Asher, Robert B.

  • Author_Institution
    Oklahoma State University, Stillwater, Oklahoma, USA
  • Volume
    23
  • Issue
    3
  • fYear
    1978
  • fDate
    6/1/1978 12:00:00 AM
  • Firstpage
    469
  • Lastpage
    472
  • Abstract
    This short paper considers the design of linear reduced-order filters and linear full-order filters with reduced complexity. The objective of a reduced-order filter is to estimate a linear transformation of the state vector with a filter of lower dimension. This type of filter occurs frequently in applications.
  • Keywords
    Linear systems, stochastic continuous-time; State estimation; Aircraft; Computer errors; Filtering; Instruments; Maximum likelihood detection; Nonlinear filters; Optimal control; Optimization methods; State estimation; Vectors;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1978.1101770
  • Filename
    1101770