Efficient Change of Initial Conditions, Dual Chandrasekhar Equations, and Some Applications

IEEE Transactions on Automatic Control

Volumn 22, Issue 3, 1977, Pages 443-447

  Ljung, Lennart ^a   Kailath, Thomas ^b  

^a LINKÖPING UNIVERSITY   (Sweden)

^b STANFORD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL SYSTEMS;

EID: 0017505391     PISSN: 00189286     EISSN: 15582523     Source Type: Journal    
DOI: 10.1109/TAC.1977.1101516     Document Type: Article

References (10)

1. D. G. Lainiotis, “Optimal linear smoothing; continuous data case,” Int. J. Contr., vol. 17, pp. 921–930, 1973.
2. D. G. Lainiotis, “Partitioned estimation algorithms, II: Linear estimation,” Inform. Sci., vol. 7, pp, 317–340. 1974.
3. T. Kailath and P. Frost “An innovations approach to least-squares estimation, Pt. II: Linear smoothing in additive white noise,” IEEE Trans. Automat. Contr., vol. AC-13, pp. 655–660, 1968.
4. L. Zachrisson, “On optimal smoothing of continuous-time Kalman processes,” Inform. Sci., vol. 1, pp. 143–172, 1969.
5. L. Ljung and T. Kailath, “A unified approach to smoothing formulas,” Automatica, vol. 12, pp. 147–157, 1976.
6. T. Kailath, “Some new algorithms for recursive estimation in constant linear systems,” IEEE Trans. Inform. Theory, vol. IT-19, pp. 750–760, Nov. 1973.
7. L. Ljung, T. Kailath, and B. Friedlander. “Scattering theory and linear least squares estimation, Pt. I: Continuous-time problems,” Proc. IEEE, vol. 64, pp. 131–139, Jan. 1976.
8. B. Friedlander, T. Kailath, and L. Ljung, “Scattering theory and linear least-squares estimation, Part II: Discrete-time problems,” J. Franklin Inst., vol. 150, pp. 71–82, Jan. 1976.
9. B. Friedlander, Ph.D. dissertation, Dep. Elec. Eng., Stanford Univ., Stanford, CA, Aug. 1976.
10. R. F. Brammer and T. Kailath, “A note on the use of Chandrasekhar equations for the calculation of the Kalman gain matrix,” IEEE Trans. Inform. Theory, vol. IT-21, no. 3, pp. 334–337, 1975.