Title

Regular design equations for the continuous reduced-order Kalman filter

Journal title

Archives of Control Sciences

Yearbook

2011

Issue

No 4

Authors

Hippe, Peter

Divisions of PAS

Nauki Techniczne

Publisher

Committee of Automatic Control and Robotics PAS

Date

2011

Identifier

DOI: 10.2478/v10170-011-0001-7 ; ISSN 1230-2384

Source

Archives of Control Sciences; 2011; No 4

References

Anderson B. (1979), Optimal Filtering. ; Bryson A. (1965), Linear filtering for time-varying systems using measurements containing colored noise, IEEE Trans. on Automatic Control, 10, 4, doi.org/10.1109/TAC.1965.1098063 ; Fairman F. (1985), On reducing the order of Kalman filters for discretetime stochastic systems having singular measurement noise, IEEE Trans. on Automatic Control, 30, 1150, doi.org/10.1109/TAC.1985.1103832 ; Gelb A. (1996), Applied optimal estimation. ; Goodwin G. (2001), Control system design. ; Haddad W. (1987), The optimal projection equations for reduced-order state estimation: The singular measurement case, IEEE Trans. on Automatic Control, 32, 1135, doi.org/10.1109/TAC.1987.1104516 ; Hippe P. (1989), Design of reduced-order optimal estimators directly in the frequency domain, Int. J. of Control, 50, 2599, doi.org/10.1080/00207178908953517 ; Hippe P. (2009), Design of Observer-based Compensators - From the time to the frequency domain, doi.org/10.1007/978-1-84882-537-6 ; Kailath T. (1980), Linear systems. ; Kwakernaak H. (1972), Linear Optimal Control Systems. ; O'Reilly J. (1982), Comments on two recent papers on reduced-order optimal state estimation for linear systems with partially noise corrupted measurements, IEEE Trans. on Automatic Control, 27, 280, doi.org/10.1109/TAC.1982.1102859 ; O'Reilly J. (1983), Observers for linear systems. ; Rosenbrock H. (1970), State space and multivariable theory. ; Sage A. (1971), Estimation theory with applications to communications and control.