Kalman's rank conditions for time dependent linear systems

Kalman's rank conditions for time dependent linear systems

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Article ID: iaor19981798
Country: Hungary
Volume: 17
Issue: 3/4
Start Page Number: 279
End Page Number: 286
Publication Date: Jan 1993
Journal: Alkalmazott Matematikai Lapok
Authors: , ,
Keywords: Kalman filter
Abstract:

Kalman's well-known algebraic rank conditions are generalized for time-varying linear systems. The terms of the multivariable rank conditions are elements of the basis of the Lie algebra which is generated by the structure matrices of the system.

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