By Topic

A simple solution to the singular linear minimum-variance estimation problem

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$33 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
U. Shaked ; Tel-Aviv University, Tel-Aviv, Israel ; E. Soroka

A simple expression is obtained for the transfer function matrix of the minimum-variance estimator for the states of a linear stationary continuous-time right invertible system whose output is measured perfectly. Using the s -domain approach, it is shown that the optimal estimator first finds the driving noise input that achieves, when applied on the minimum-phase image model of the system, an output spectrum which is identical to the measurement spectrum. This input is then applied on a state-space representation of the minimum-phase image to produce the optimal estimate.

Published in:

IEEE Transactions on Automatic Control  (Volume:32 ,  Issue: 1 )