Optimal Prediction of Unmeasured Output from Measurable Outputs In LTI Systems

09/06/2021
by   Deividas Eringis, et al.
0

In this short article, we showcase the derivation of an optimal predictor, when one part of system's output is not measured but is able to be predicted from the rest of the system's output which is measured. According to author's knowledge, similar derivations have been done before but not in state-space representation.

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