Vathsal, S. ; Sarma, I. G. (1975) Constrained linear filter and its relation to singular optimal control International Journal of Control, 21 (5). pp. 731-741. ISSN 0020-7179
Full text not available from this repository.
Official URL: http://www.informaworld.com/smpp/content~db=all~co...
Related URL: http://dx.doi.org/10.1080/00207177508922027
Abstract
This paper presents an analysis of an optimal linear filter in the presence of constraints on the moan squared values of the estimates from the viewpoint of singular optimal control. The singular arc has been shown to satisfy the generalized Legcndrc-Clebseh condition and Jacobson's condition. Both the cases of white measurement noise and coloured measurement noise are considered. The constrained estimate is shown to be a linear transformation of the unconstrained Kalman estimate.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Taylor and Francis Group. |
| ID Code: | 33968 |
| Deposited On: | 30 Mar 2011 10:34 |
| Last Modified: | 30 Mar 2011 10:34 |
Repository Staff Only: item control page
