Title :
Minimal-order estimation of multivariable continuous time stochastic linear systems
Author :
Baram, Yoram ; Shaked, Uri
Author_Institution :
Technion--Israel Institute of Technology, Haifa, Israel
fDate :
5/1/1985 12:00:00 AM
Abstract :
Minimal-order state estimation of continuous time, multiinput, multioutput stochastic linear systems is considered. A necessary and sufficient condition for order minimality is obtained in terms of the internal system structure.
Keywords :
Linear systems, stochastic; Multivariable systems; Reduced-order systems, linear; State estimation, linear systems; Stochastic systems, linear; Eigenvalues and eigenfunctions; Filters; Laplace equations; Linear systems; Matrices; State estimation; Stochastic systems; Sufficient conditions; Systems engineering and theory; Vectors;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1985.1103982
