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 |
|---|---|
| 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