Limiting forms of optimal observers
- 18 January 1988
- journal article
- research article
- Published by Taylor & Francis in International Journal of Control
- Vol. 47 (1) , 209-216
- https://doi.org/10.1080/00207178808906007
Abstract
Halevi and Palmor (1986) presented closed-form expressions for optimal observers for singular measurement systems. Two assumptions were made there: (i) the measurement is totally singular; and (ii) the number of outputs is less than or equal to the number of stochastic inputs. These two assumptions are relaxed in this paper, and the optimal observer for the most general singular measurement case is given.Keywords
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