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• W2071924116 abstract "The optimal projection equations obtained in [2,3] for reduced-order, discrete-time state estimation are generalized to include the effects of state- and measurement-dependent noise to provide a model of parameter uncertainty. In contrast to the single matrix Riccati equation arising in the full-order (Kalman filter) case, the optimal steady-state reduced-order discrete-time estimator is characterized by three matrix equations (one modified Riccati equation and two modified Lyapunov equations) coupled by both an oblique projection and stochastic effects." @default.
• W2071924116 created "2016-06-24" @default.
• W2071924116 creator A5009770702 @default.
• W2071924116 creator A5033711937 @default.
• W2071924116 date "1987-03-01" @default.
• W2071924116 modified "2023-10-11" @default.
• W2071924116 title "The optimal projection equations for reduced-order, discrete-time state estimation for linear systems with multiplicative white noise" @default.
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• W2071924116 doi "https://doi.org/10.1016/0167-6911(87)90106-x" @default.
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