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Efficient Change of Initial Conditions , Dual Chandrasekhar Equations, and some Applications
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Stanford University, CA, USA.
1977 (English)In: IEEE Transactions on Automatic Control, ISSN 0018-9286, E-ISSN 1558-2523, Vol. 22, no 3, 443-447 p.Article in journal (Refereed) Published
Abstract [en]

We give simple proofs of formulas for converting linear least-squares filtered and smoothed estimates derived for one set of initial conditions to estimates valid for some other set. These are then used to study the possible advantages of first deliberately mischoosing the initial conditions so as to allow computational benefits to be obtained by using certain fast algorithms. In the course of this application we also obtain a new "dual" set of Chandrasekhar equations that provide a fast algorithm for fixed-point smoothing.

Place, publisher, year, edition, pages
IEEE Control Systems Society , 1977. Vol. 22, no 3, 443-447 p.
Keyword [en]
Chandrasekhar equations, Least-squares estimation, Linear systems, Time-varying continuous-time, State estimation
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-100854DOI: 10.1109/TAC.1977.1101516OAI: diva2:664038
Available from: 2013-11-13 Created: 2013-11-13 Last updated: 2013-11-13

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ReferencesLink to record
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