论文信息 - On the optimal unbiased functional filtering

On the optimal unbiased functional filtering

Presents a simple solution to the optimal unbiased reduced-order (or functional) filtering problem for linear time-varying systems. Necessary and sufficient conditions for the existence of the obtained filter are given. Stability and convergence conditions are developed for the time-invariant systems. Both continuous- and discrete-time cases are considered.

Mohamed Darouach

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