Pseudo-state approach to observer based optimal discrete-time estimation

A frequency-domain-based solution of the optimal linear estimation problem is obtained using a polynomial system representation. The H/sub 2/ optimal filter can be realized using an observer based structure estimating pseudo-state variables that are fed back through a dynamic gain control block. The...

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Bibliographic Details
Published in:IEEE transactions on automatic control 2000-06, Vol.45 (6), p.1192-1197
Main Author: Grimble, M.J.
Format: Article
Language:English
Subjects:
Blocking
Delay
Dynamical systems
Dynamics
Equations
Filtering
Frequency estimation
Gain
Gain control
Kalman filters
Mathematical analysis
Mathematical models
Nonlinear filters
Observers
Optimization
Polynomials
Vectors
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Summary:A frequency-domain-based solution of the optimal linear estimation problem is obtained using a polynomial system representation. The H/sub 2/ optimal filter can be realized using an observer based structure estimating pseudo-state variables that are fed back through a dynamic gain control block. There are normally fewer pseudo-states than the total order of the system. The dynamic gain for the model based observer is computed from diophantine equations and the observer provides both pseudo state and output estimates. The approach can deal with improper plant transfers and singular measurements.
ISSN:0018-9286
1558-2523
DOI:10.1109/9.863605