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. © 1975 Taylor & Francis Group, LLC.
Original language | British English |
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Pages (from-to) | 573-590 |
Number of pages | 18 |
Journal | Int J Control |
Volume | 22 |
Issue number | 4 |
DOIs | |
State | Published - 1975 |
Keywords
- CONTROL SYSTEMS, LINEAR