I have been trying to apply the E-FIR in state estimation. my question,
is it required to be the system fully observable to compute the GNPG G(s) or x_hat(s)?
where s=m+k-1
k=number of states
m=n-N+1
n=current time
N= previous N data points
my observation matrix C=[1 0 0; 0 0 0; 0 0 1];