Title :
On reducing the order of Kalman filters for discrete-time stochastic systems having singular measurement noise
Author :
Fairman, F.W. ; Luk, L.
Author_Institution :
Queen´´s University, Kingston, Ontario, Canada
fDate :
11/1/1985 12:00:00 AM
Abstract :
A reduced-order least squares state estimator is developed for estimating the states of a linear discrete-time stochastic system having some outputs which are noise free.
Keywords :
Kalman filtering, linear systems; Linear systems, stochastic; Reduced-order systems, linear; Stochastic systems, linear; Covariance matrix; Equations; Least squares approximation; Noise measurement; Noise reduction; Observers; State estimation; Stochastic systems; Technological innovation; Vectors;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1985.1103832
