Journal
CONTROL AND INTELLIGENT SYSTEMS
Volume 35, Issue 2, Pages -Publisher
ACTA PRESS
DOI: 10.2316/Journal.201.2007.2.201-1662
Keywords
Kalman filter; state estimation; order reduction
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This paper presents an optimal discrete time reduced order Kalman filter. The reduced order filter is used to estimate a linear combination of a subset of the state vector. Most previous approaches to reduced order filtering rely on a reduction of the model order. However, this paper takes the full model order into account. The reduced order filter is obtained by minimizing the trace of the estimation error covariance.
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