• DocumentCode
    974799
  • Title

    Simple derivation of discrete minimal-order optimal estimator

  • Author

    O´Reilly, J. ; Fahmy, M.M.

  • Author_Institution
    University of Liverpool, Department of Electrical Engineering & Electronics, Liverpool, UK
  • Volume
    17
  • Issue
    24
  • fYear
    1981
  • Firstpage
    908
  • Lastpage
    910
  • Abstract
    A simple new derivation of the minimal-order discrete-time optimal estimator is presented. The method exploits the fact that the Kalman filter algorithm can be directly reduced in order by the number of noise-free system measurements.
  • Keywords
    Kalman filters; filtering and prediction theory; state estimation; stochastic systems; Kalman filter algorithm; control theory; derivation; discrete minimal-order optimal estimator; filtering theory; noise-free system measurements; stochastic linear systems;
  • fLanguage
    English
  • Journal_Title
    Electronics Letters
  • Publisher
    iet
  • ISSN
    0013-5194
  • Type

    jour

  • DOI
    10.1049/el:19810633
  • Filename
    4246116
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=974799