The optimal projection equations for reduced-order, discrete-time modeling, estimation, and control

D. S. BERNSTEIN, L. D. DAVIS, D. C. HYLAND
1986 Journal of Guidance Control and Dynamics  
The optimal projection equations derived previously for reduced-order, continuous-time modeling, estimation, and control are developed for the discret~time case. The d~ign equations are presented in a concise, unified manner to facilitate their accessibility for the development of numerical algorithms for practical applications. As in the continuous-time case, the standard Kalman filter and linear-quadratic-Gaussian results are immediately obtained as special cases of the estimation and control results.
doi:10.2514/3.20105 fatcat:estl7a3sajatnlhzaeu63mq76q