Optimal reduced-order state estimation for unstable plants
- 6 January 2003
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
Abstract
The problem of optimal reduced-order steady-state state estimation is considered for the case in which the plant has unstable poles. In contrast to the standard full-order estimation problem involving a single algebraic Riccati equation, the solution to the reduced-order problem involves one modified Riccati equation and one Lyapunov equation coupled by a projection matrix. This projection is completely distinct from the projection obtained by D.S. Bernstein and D.C. Hyland (1985) for stable plants.Keywords
This publication has 3 references indexed in Scilit:
- The optimal projection equations for reduced-order state estimation: The singular measurement noise caseIEEE Transactions on Automatic Control, 1987
- The optimal projection equations for reduced-order, discrete-time modeling, estimation, and controlJournal of Guidance, Control, and Dynamics, 1986
- The optimal projection equations for reduced-order state estimationIEEE Transactions on Automatic Control, 1985