Optimal reduced-order state estimation for unstable plants
- 1 October 1989
- journal article
- research article
- Published by Taylor & Francis in International Journal of Control
- Vol. 50 (4) , 1259-1266
- https://doi.org/10.1080/00207178908953431
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 Bernstein and Hyland (1985) for stable plants.Keywords
This publication has 3 references indexed in Scilit:
- The optimal reduced-order estimator for systems with singular measurement noiseIEEE Transactions on Automatic Control, 1989
- 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