2 citations · 2 across the 2 of their papers we have counts for
2 papers
math.OC2021★ 2 cited
Explicit construction of the minimum error variance estimator for stochastic LTI state-space systems
Deividas Eringis, John Leth, Zheng-Hua Tan +2
In this short article, we showcase the derivation of the optimal (minimum error variance) estimator, when one part of the stochastic LTI system output is not measured but is able t…
math.OC2013
Balanced truncation for linear switched systems
Mihaly Petreczky, Rafael Wisniewski, John Leth
In this paper, we present a theoretical analysis of the model reduction algorithm for linear switched systems. This algorithm is a reminiscence of the balanced truncation method fo…