OPTIMAL MINIMAL-ORDER OBSERVERS-FILTERS FOR DISCRETE LINEAR TIME-VARYING SYSTEMS,

Abstract

The paper generalizes the concepts due to Kalman and Luenberger pertaining to the design of discrete linear systems which estimate the state of a linear plant on the basis of both noise-free and noisy measurements of the output variables. The equations of the minimal order 'observers-filters' are obtained which are optimal in a least squares sense. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jun 05, 1969
Accession Number
AD0690573

Entities

People

  • Edison Tse
  • Michael Athans

Organizations

  • Massachusetts Institute of Technology

Tags

DTIC Thesaurus Topics

  • Equations
  • Linear Systems
  • Observers

Fields of Study

  • Engineering

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.