TY - JOUR
T1 - MINIMAL ORDER ESTIMATION OF MULTIVARIABLE DISCRETE-TIME STOCHASTIC LINEAR SYSTEMS.
AU - Baram, Yoram
AU - Shaked, Uri
PY - 1985
Y1 - 1985
N2 - Minimal-order estimation of the state of a discrete-time, multi-input, multi-output stochastic linear system is considered. The relationship between the given system structure and the order of the minimal estimator is investigated and a necessary and sufficient condition for order minimality is derived in terms of the internal system structure.
AB - Minimal-order estimation of the state of a discrete-time, multi-input, multi-output stochastic linear system is considered. The relationship between the given system structure and the order of the minimal estimator is investigated and a necessary and sufficient condition for order minimality is derived in terms of the internal system structure.
UR - http://www.scopus.com/inward/record.url?scp=0022332083&partnerID=8YFLogxK
U2 - 10.1109/cdc.1985.268793
DO - 10.1109/cdc.1985.268793
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AN - SCOPUS:0022332083
SN - 0191-2216
SP - 1637
EP - 1639
JO - Proceedings of the IEEE Conference on Decision and Control
JF - Proceedings of the IEEE Conference on Decision and Control
ER -