The Design of an Optimal Observer for Linear Discrete-Time Dynamical Systems,

Abstract

The report investigates the idea of using Luenberger's minimal-order observer as an alternate to the Kalman filter for obtaining state estimates in linear discrete-time stochastic systems. More specifically, the report presents a solution to the problem of constructing as optimal minimal-order observer for linear discrete-time stochastic systems where optimality is in the mean-square sense. The approach taken in this report leads to a completely unified theory for the design of optimal minimal-order observers and is applicable to both time-varying and time-invariant linear discrete systems. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1971
Accession Number
AD0728327

Entities

People

  • Leslie Michael Novak

Organizations

  • University of California, Los Angeles

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Estimators
  • Filters
  • Kalman Filters
  • Mathematical Filters
  • Mathematics
  • Observers

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.