Robust State Estimation for Multiple-State Systems.

Abstract

This report addresses the extension of present robust Wiener filtering theory to multivariable dynamical systems. By considering only linear systems with multiple state processes and a single observation process, two reasonable formulations are posed for solution. Methods are presented for finding solution, and for non-causal problems with spectral-band noise uncertainty classes the two formulations are shown to yield identical solution. A simple design example illustrates the procedure for a double-integrator plant. (Author)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1981
Accession Number
ADA124472

Entities

People

  • John Charles Darragh

Organizations

  • University of Illinois Urbana–Champaign

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Data Science
  • Equations
  • Estimators
  • Filters
  • Frequency
  • Illinois
  • Information Science
  • Integrators
  • Linear Systems
  • Mathematical Filters
  • Observation
  • Statistical Algorithms
  • Time Domain
  • Transfer Functions
  • Uncertainty
  • Universities
  • White Noise

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.