27
Views
16
CrossRef citations to date
0
Altmetric
Original Articles

Optimal reduced-order estimators in the frequency domain: the discrete-time case

&
Pages 1051-1064 | Received 12 Feb 1990, Published online: 17 Apr 2007

REFERENCES

  • Anderson , B. D. O. , and Moore , J. B. , 1979 , Optimal Filtering , Englewood Cliffs , N.J. : Prentice Hall.
  • Arcasoy , C. C , 1971 , Return difference matrix properties for optimal stationary discrete Kalman filters. Proceedings of the Institution of Electrical Engineers , 118 , 1831 – 1834 .
  • Brammer , K. G. , 1968 , Lower order optimal linear filtering of nonstationary random sequences. I.E.E.E. Transactions on Automatic Control , 13 , 198 – 199 .
  • Bryson , A. E. , and Johansen , D. E. , 1965 , Linear filtering for time-varying systems using measurements containing colored noise. I.E.E.E. Transactions on Automatic Control , 10 , 4 – 10 .
  • Gelb , A. , 1974 , Applied Optimal Estimation , Cambridge , MA : MIT Press.
  • Haddad , W. M. , and Bernstein , D. S. , 1987 , The optimal projection equations for reduced-order state estimation: The singular measurement noise case. I.E.E.E. Transactions on Automatic Control , 32 , 1135 – 1139 .
  • Hippe , P. , 1989 , Design of reduced-order optimal estimators directly in the frequency domain. International Journal of Control , 50 , 2599 – 2614 ; 1990 a, A nonminimal representation of reduced-order observers. Automatica , 26 , 405 – 409 ; 1990 b, Doubly coprime fractional representations related to arbitrary observer orders: The discrete-time case. I.E.E.E. Transactions on Automatic Control , to be published.
  • Jhžek , J. , and KuCERA , V. , 1985 , Efficient algorithm for matrix spectral factorization. Automatica , 21 , 663 – 669 .
  • Luenberger , D. G. , 1971 , An introduction to observers. I.E.E.E. Transactions on Automatic Control , 16 , 596 – 602 .
  • ÓHalloran , W. F. , and Uttam , B. J. , 1972 , Derivation of observers for continuous linear stochastic systems from the discrete formulation. 6th Asilomar Conference , Pacific Grove , pp. 323 – 328
  • ÓHalloran , W. F. , and Uttam , B. J. , 1972 , Derivation of observers for continuous linear stochastic systems from the discrete formulation. 6th Asilomar Conference, Pacific Grove , pp. 323 – 328
  • ÓReilly , J. , 1983 , Observers for Linear Systems , London : Academic Press.
  • ROSENBROCK , H. H. , 1970 , State Space and Multivariate Theory , London : Nelson.
  • Shaked , U. , 1986 , Solution in the z-domain to the discrete-time stationary Kalman filtering problem for systems with perfect measurements. I.E.E.E. Transactions on Automatic Control , 31 , 1156 – 1159 .
  • Soroka , E. , and Shaked , U. , 1988 . The properties of reduced-order minimum-variance filters for systems with partially perfect measurements. I.E.E.E. Transactions on Automatic Control , 33 , 1022 – 1034 .
  • Uttam , B. J. , and ÓHalloran , W. F. , 1972 , On observers and reduced-order optimal filters for linear stochastic systems. Proceedings of the Joint American Control Conference , pp. 842 – 846 .
  • Wolovich , W. A. , 1974 , Linear Multivariate Systems , New York : Springer-Verlag.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.