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
fDate :
6/1/1978 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1978.1101770
