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Reduced-Order Estimation for Some Discrete-Time Nonlinear Stochastic Systems

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1 Author(s)
Yaz, Engin ; Electrical Engineering Department, University of Arkansas, Fayetteville, AR 72701

In this paper, we consider discrete-time nonlinear stochastic signal and measurement models and obtain unbiased linear minimum variance estimator equations to reconstruct a prescribed linear combination of state variables.

Published in:
American Control Conference, 1991

Date of Conference: 26-28 June 1991

Page(s):
2840a - 2840b
Print ISBN:
0-87942-565-2
Conference Location :
Boston, MA, USA
Product Type:
Conference Publications

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