Minimal-Order Estimation of Multivariable Continuous Time Stochastic Linear Systems

Yoram Baram; Uri Shaked

doi:10.1109/TAC.1985.1103982

Minimal-Order Estimation of Multivariable Continuous Time Stochastic Linear Systems

Yoram Baram, Uri Shaked

School of Electrical Engineering

Technion-Israel Institute of Technology

Research output: Contribution to journal › Article › peer-review

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Abstract

Minimal-order state estimation of continuous time, multiinput, multioutput stochastic linear systems is considered. A necessary and sufficient condition for order minimality is obtained in terms of the internal system structure.

Original language	English
Pages (from-to)	483-484
Number of pages	2
Journal	IEEE Transactions on Automatic Control
Volume	30
Issue number	5
DOIs	https://doi.org/10.1109/TAC.1985.1103982
State	Published - 1985

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abstract = "Minimal-order state estimation of continuous time, multiinput, multioutput stochastic linear systems is considered. A necessary and sufficient condition for order minimality is obtained in terms of the internal system structure.",

author = "Yoram Baram and Uri Shaked",

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Minimal-Order Estimation of Multivariable Continuous Time Stochastic Linear Systems

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