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Avtomatika i Telemekhanika, 1984, Issue 6, Pages 65–69
(Mi at4749)
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Stochastic Systems
On a version and properties of a lower-order estimate
V. V. Dombrovskii Tomsk
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
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
Linking options:
https://www.mathnet.ru/eng/at4749 https://www.mathnet.ru/eng/at/y1984/i6/p65
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Statistics & downloads: |
Abstract page: | 103 | Full-text PDF : | 52 | First page: | 2 |
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