Volume 101, Issue CMar 2019
editorial
rapid-communication
On Kalman filtering with linear state equality constraints
Pages 467–470https://doi.org/10.1016/j.automatica.2018.12.010
Abstract
This article is concerned with the state estimation problem for linear systems with linear state equality constraints. We re-examine constrained Kalman filter variations and propose an alternative derivation of the optimal constrained ...
rapid-communication
Optimal controller/observer gains of discounted-cost LQG systems
Pages 471–474https://doi.org/10.1016/j.automatica.2018.12.040
Abstract
The linear–quadratic-Gaussian (LQG) control paradigm is well-known in literature. The strategy of minimizing the cost function is available, both for the case where the state is known and where it is estimated through an observer. The ...
