MINIMAL ORDER ESTIMATION OF MULTIVARIABLE CONTINUOUS TIME STOCHASTIC LINEAR SYSTEMS.

Yoram Baram*, Uri Shaked

*Corresponding author for this work

Research output: Contribution to journalConference articlepeer-review

Abstract

Minimal order estimation of the state and the output of continuous time stochastic linear systems is considered. Necessary and sufficient conditions for order minimality are obtained in terms of the internal system structure.

Original languageEnglish
Pages (from-to)496-499
Number of pages4
JournalProceedings of the American Control Conference
Volume1
DOIs
StatePublished - 1984
Externally publishedYes

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