Minimal-order observer-estimators for continuous-time linear systems
- 1 October 1975
- journal article
- research article
- Published by Taylor & Francis in International Journal of Control
- Vol. 22 (4) , 573-590
- https://doi.org/10.1080/00207177508922105
Abstract
This paper considers the problem of designing minimal-order observer-estimators for both deterministic and stochastic time-varying linear continuous-time systems. Use of an equivalent ‘ canonical ’ class of observers does much to unify and clarify previous approaches to the problem. The main result is an optimal unbiased observer-estimator which may be implemented off-line with reduced computational effort Asymptotic behaviour of the deterministic (stochastic) observer-estimator is analysed and related via observability (and controllability) concepts to the structure of the original system.Keywords
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