Abstract
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.
| Original language | English |
|---|---|
| Pages (from-to) | 817-820 |
| Number of pages | 4 |
| Journal | SIAM Journal on Control and Optimization |
| Volume | 24 |
| Issue number | 4 |
| DOIs | |
| State | Published - 1986 |
| Externally published | Yes |