L2 optimal filter reduction: a closed-loop approach

IEEE Transactions on Signal Processing

Volumn 46, Issue 1, 1998, Pages 11-20

  Xie, Lihua ^a   Yan, Wei Yong ^a   Soh, Yeng Chai ^a  

^a NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

Author keywords

Kaiman filter; L2 optimization; Model reduction; Reduced order filter; State space

Indexed keywords

ALGORITHMS; DATA REDUCTION; DIGITAL FILTERS; ERROR CORRECTION; ITERATIVE METHODS; MATHEMATICAL MODELS; OPTIMIZATION;

FILTER REDUCTION;

KALMAN FILTERING;

EID: 0031675386     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.651161     Document Type: Article

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