Abstract
A new class of discrete-time optimal linear estimators is introduced that minimizes estimation error variance criterion but where the structure is pre-specified to have a relatively simple form.
Original language | English |
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Pages (from-to) | 2522-2535 |
Number of pages | 13 |
Journal | IEEE Transactions on Signal Processing |
Volume | 49 |
Issue number | 11 |
DOIs | |
Publication status | Published - 2001 |
Keywords
- estimation error
- differential integral proportional control
- transfer function
- Linear estimation
- signal processing