Reduced-order observers for linear discrete-time systems
- 1 December 1972
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
Abstract
Luenberger's observer is considered as an alternate to the Kalman filter for obtaining state estimates in linear discrete-time stochastic systems. An interesting new solution to the problem of constructing optimal reduced-order observers is presented. The solution contains as special cases both Kalman's optimal filter and the optimal minimal-order observer of Leondes and Novak. Also, the Tse and Athans observer is obtained as a special case of the reduced-order observer solution.Keywords
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