DocumentCode
358792
Title
Restricted structure optimal linear pseudo-state filtering for discrete-time systems
Author
Grimble, M.J.
Author_Institution
Ind. Control Unit, Strathclyde Univ., Glasgow, UK
Volume
1
Issue
6
fYear
2000
fDate
36770
Firstpage
312
Abstract
A new class of discrete-time optimal linear estimators is introduced that minimizes estimation error variance criterion but where the structure is pre-specified to have a relatively simple form
Keywords
covariance matrices; discrete time systems; filtering theory; linear systems; observers; polynomial matrices; transfer function matrices; covariance matrix; discrete-time systems; estimation error; linear time invariant systems; observers; polynomial matrix; pseudo-state filtering; tranfer function matrix; Buildings; Colored noise; Electronic mail; Filtering; Industrial control; Kalman filters; Noise measurement; Nonlinear filters; Polynomials; White noise;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 2000. Proceedings of the 2000
Conference_Location
Chicago, IL
ISSN
0743-1619
Print_ISBN
0-7803-5519-9
Type
conf
DOI
10.1109/ACC.2000.878889
Filename
878889
Link To Document