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On reducing the order of Kalman filters for discrete-time stochastic systems having singular measurement noise

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2 Author(s)
F. Fairman ; Queen's University, Kingston, Ontario, Canada ; L. Luk

A reduced-order least squares state estimator is developed for estimating the states of a linear discrete-time stochastic system having some outputs which are noise free.

Published in:

IEEE Transactions on Automatic Control  (Volume:30 ,  Issue: 11 )