On a Deterministic Least Squares Estimation Theory for Lti Systems
نویسندگان
چکیده
A deterministic least squares estimation theory of linear time-invariant systems is presented. It is demonstrated that the well-known Kalman filtering results can be obtained for purely deterministic systems with impulsive noises entering into every measurement. Applying known results from singular optimal control theory, the Kalman filtering results are extended to cases where some or all measurements may be deemed noise-free.
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