An Alternative Consideration on Singular Linear State Estimation,

Abstract

The problem of designing an optimal state estimator for a linear, discrete-time system with a singular noise covariance matrix is considered. In this article, this problem is cast as a constrained optimization problem and the approach appears to be more direct. Solution to this optimization problem gives a reduced-order optimal state estimator. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1980
Accession Number
ADA098747

Entities

People

  • Eli Fogel
  • J. B. Thomas
  • Y. F. Huang

Organizations

  • Princeton University

Tags

Communities of Interest

  • Cyber

DTIC Thesaurus Topics

  • Covariance
  • Electrical Engineering
  • Engineering
  • Equations
  • Equations Of State
  • Estimators
  • Filters
  • Filtration
  • Kalman Filtering
  • Kalman Filters
  • Linear Filtering
  • Measurement
  • Military Research
  • Optimal Estimators
  • Optimization
  • Standards
  • Statistical Analysis

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.