Stochastic Systems

Design of a suboptimal filter of the desired order

V. N. Ovcharenko

Moscow

Abstract: A method is proposed for design of a suboptimal filter of the desired order (lower than that of the initial system) for estimating the state of linear continuous and discrete time dynamic systems. An example is given.

UDC: 62-505.5


Received: 06.06.1977

 English version: Automation and Remote Control, 1978, 39:5, 658–663

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