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A transformation for solving a discrete time singular state estimation problem. (English) Zbl 0735.93051
New trends in systems theory, Proc. Jt. Conf., Genoa/Italy 1990, Prog. Syst. Control Theory 7, 292-299 (1991).
Summary: [For the entire collection see Zbl 0726.00023.]
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.

MSC:
93C55 Discrete-time control/observation systems
93E11 Filtering in stochastic control theory