On stochastic observer estimators for continuous-time systems
- 1 October 1977
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 22 (5), 874-876
- https://doi.org/10.1109/tac.1977.1101625
Abstract
The problem of least squares state estimation for continuous linear stochastic systems having some noise-free outputs is reconsidered. It is shown that the approach of Bryson and Johansen [1] can be used to provide a simple derivation of the stochastic observer estimator in a readily implementable form.Keywords
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