Reduced Order Kalman Filtering without Model Reduction
نویسنده
چکیده
This paper presents an optimal discrete time reduced order Kalman ̄lter. The reduced order ̄lter is used to estimate a linear combination of a subset of the state vector. Most previous approaches to reduced order ̄ltering rely on a reduction of the model order. However, this paper takes the full model order into account. The reduced order ̄lter is obtained by minimizing the trace of the estimation error covariance.
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ورودعنوان ژورنال:
- Control and Intelligent Systems
دوره 35 شماره
صفحات -
تاریخ انتشار 2007