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Avtomatika i Telemekhanika, 1984, Issue 6, Pages 65–69 (Mi at4749)  
Stochastic Systems

On a version and properties of a lower-order estimate

V. V. Dombrovskii

Tomsk
Full-text PDF (761 kB)
Abstract: The properties of a lower-order filter [1] forevaluating linear transforms of the state vector for a discrete-time linear system are discussed. The estimate error is shown to be orthogonal to the estimate and observation. Recognition of error and estimate orthogonality significantly simplifies computation of filter parameters. For a filter version the design and optimization of the linear transform matrix of state vector are simplified.

Received: 11.11.1982
Bibliographic databases:
Document Type: Article
UDC: 62-501.47:621.391.272
Language: Russian
Citation: V. V. Dombrovskii, “On a version and properties of a lower-order estimate”, Avtomat. i Telemekh., 1984, no. 6, 65–69; Autom. Remote Control, 45:6 (1984), 738–741
Citation in format AMSBIB
\Bibitem{Dom84}
\by V.~V.~Dombrovskii
\paper On a version and properties of a lower-order estimate
\jour Avtomat. i Telemekh.
\yr 1984
\issue 6
\pages 65--69
\mathnet{http://mi.mathnet.ru/at4749}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=774660}
\zmath{https://zbmath.org/?q=an:0552.93054}
\transl
\jour Autom. Remote Control
\yr 1984
\vol 45
\issue 6
\pages 738--741
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