IEEE Transactions on Automatic Control · 1968 · 26 citations · 8 references
State EstimationNonlinear System IdentificationLinear Filter PerformanceEngineeringState ObserverFilter (Signal Processing)Robust ControlProcess ControlBusinessSystems EngineeringState VectorDigital FilterStochastic ControlDifferential EquationsSignal ProcessingFilter DesignKalman FilterStability
Differential equations for determining the dynamic and steady-state effects of a particular class of disturbances on the error in the estimate of the state vector of a stochastic linear dynamic system are obtained. For the problem of evaluating near optimal filter performance, the technique permits the performance degradation due to the deletion of certain state vector components in the design of a Kalman filter to be obtained.
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Introduction to matrix analysis
Henri Amar · Journal of the Franklin Institute · 1960 · 2.3K citations
Observing the State of a Linear System
David G. Luenberger · IEEE Transactions on Military Electronics · 1964 · 1.6K citations