Reduction of dynamics for optimal control of stochastic and deterministic systems
The optimal estimation theory of the Wiener-Kalman filter is extended to cover the situation in which the number of memory elements in the estimator is restricted. A method, based on the simultaneous diagonalisation of two symmetric positive definite matrices, is given which allows the weighted leas...
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Loughborough University
1977
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.459619 |