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Simple derivation of discrete minimal-order optimal estimator |
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| Authors: | O'Reilly J. Fahmy M.M. |
| Affiliation: | University of Liverpool, Department of Electrical Engineering & Electronics, Liverpool, UK; |
| Abstract: | A simple new derivation of the minimal-order discrete-time optimal estimator is presented. The method exploits the fact that the Kalman filter algorithm can be directly reduced in order by the number of noise-free system measurements. |
| Keywords: | |