Skip to main content

A Transformation for Solving a Discrete Time Singular State Estimation Problem X)

  • Chapter
New Trends in Systems Theory

Part of the book series: Progress in Systems and Control Theory ((PSCT,volume 7))

  • 435 Accesses

Summary

A discrete-time,singular state estimation problem is stated and researched. A way of determination of the subspace of transformation vectors to accurately determinable state components is shown. Using this,the state transformation is proposed which in one step converts the singular problem to a nonsingular one. The transformed equations are written in the form which enables using the known Kalman filter equations .

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 169.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 219.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 219.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Anderson, B.D.O., J.B. Moore. “Optimal filtering” Englewood Cliffs, Printice-Hall 1979 •

    Google Scholar 

  2. Bryson,A,E. Jr. L.J.Henricson.“Estimation Using Sampled-Data Containing Sequentially Correlated Noise” Tech.Rept.533 Division of Ehgineering and Applied Physics, Harvard Univ. Cambridge, Mass. June 1967 .

    Google Scholar 

  3. Gessing,R. “A Transformation for Solving a Singular Filtering Problem”, Sent to Automatica in 1989 •

    Google Scholar 

  4. Vogel, E.Y.F. Huang.“Reduced Order Optimal State Estimator for Linear Systems with Partially Noise Corrupted Measurement”, IEEE Trans.Automat.Contr. vol.AC-25, No 5, 1930 .

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

Copyright information

© 1991 Springer Science+Business Media New York

About this chapter

Cite this chapter

Gessing, R. (1991). A Transformation for Solving a Discrete Time Singular State Estimation Problem X) . In: New Trends in Systems Theory. Progress in Systems and Control Theory, vol 7. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-0439-8_36

Download citation

  • DOI: https://doi.org/10.1007/978-1-4612-0439-8_36

  • Publisher Name: Birkhäuser, Boston, MA

  • Print ISBN: 978-1-4612-6760-7

  • Online ISBN: 978-1-4612-0439-8

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics