Abstract
In this chapter we will rederive some of the results that have been previously obtained in Chapter three using a concept of “reduced order innovation process.” The concept of “reduced order innovation process” we feel captures the qualitative essence of how useful information is extracted from the given measurements when a reduced order estimator is used.
Keywords
- Kalman Filter
- Innovation Process
- Hamiltonian Equation
- Innovation Approach
- Full Order
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Jalali, A.A., Sims†, C.S., Famouri, P. 7 Innovation Approach to Reduced Order Estimation. In: Reduced Order Systems. Lecture Notes in Control and Information Science, vol 343. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11597018_7
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DOI: https://doi.org/10.1007/11597018_7
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Publisher Name: Springer, Berlin, Heidelberg
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