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The Strathprints institutional repository is a digital archive of University of Strathclyde research outputs.

Strathprints serves world leading Open Access research by the University of Strathclyde, including research by the Strathclyde Institute of Pharmacy and Biomedical Sciences (SIPBS), where research centres such as the Industrial Biotechnology Innovation Centre (IBioIC), the Cancer Research UK Formulation Unit, SeaBioTech and the Centre for Biophotonics are based.

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Restricted structure optimal linear pseudo-state filtering for discrete-time systems

Grimble, M.J. (2001) Restricted structure optimal linear pseudo-state filtering for discrete-time systems. IEEE Transactions on Signal Processing, 49 (11). pp. 2522-2535. ISSN 1053-587X

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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.