DISCRETE-TIME OBSERVERS WITH RANDOM NOISES IN DYNAMIC BLOCK / LYASHENKO EA,RYASHKO LB // IEEE TRANSACTIONS ON AUTOMATIC CONTROL. - 1995. - V. 40, l. 1. - P. 165-169.

ISSN/EISSN:

0018-9286 / нет данных

Type:

Note

Abstract:

The minimum variance state estimation of linear stochastic discrete-time systems by an observer of reduced-order is investigated. There is an additional random noise with known intensity in the dynamic block of the observer. The local optimal reduced-order state estimator is found which takes into account the presence of such noise. The equations of an optimal stationary observer are derived for linear stochastic time-invariant system.

Author keywords:

нет данных

DOI:

10.1109/9.362877

Web of Science ID:

ISI:A1995QB39800028

Соавторы в МНС:

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Другие поля

Поле	Значение
Month	JAN
Publisher	IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
Address	345 E 47TH ST, NEW YORK, NY 10017-2394
Language	English
Research-Areas	Automation \& Control Systems; Engineering
Web-of-Science-Categories	Automation \& Control Systems; Engineering, Electrical \& Electronic
Number-of-Cited-References	10
Journal-ISO	IEEE Trans. Autom. Control
Doc-Delivery-Number	QB398