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- W845538847 abstract "Of interest are two minimal-order forms of the Kalman-Bucy filter for the optimal stochastic linear time-varying discrete regulator . problem. The order of the traditional filter is the same as that of the system to be controlled. Computer storage requirements or other physical considerations often pose such a costly or unwieldy problem that the well developed Kalman-Bucy filter approach is abandoned in favor of specifying a lesser order control structure which may be suboptimal . For at least two cases of general interest the Kalman-Bucy filter simplifies to a form of lower order than the traditional filter. If any very accurate measurements exist, the filter order is reduced by the number of these essentially deterministic measurements if they are linearly independent. When the total control effort is incompletely weighted in the system performance measure, the order of the filter is reduced by the number of non-weighted control variables provided that a certain submatrix of the partitioned control transition matrix has full rank. Explicit low order solutions are given, and the implementation of both minimal-order filters is straightforward." @default.
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- W845538847 date "1972-01-01" @default.
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- W845538847 title "Optimal minimal-order state estimation filters for two classes of discrete linear time-varying stochastic systems" @default.
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