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 .
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References
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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 .
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© 1991 Springer Science+Business Media New York
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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
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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
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