Modified stochastic Luenberger observers

被引：7
|
作者：
Hsieh, CS
Chen, FC [1 ]
机构：
[1] Natl Chiao Tung Univ, Dept Elect & Control Engn, Hsinchu, Taiwan
[2] Ind Technol Res Inst, Mech Ind Res Labs, Hsinchu 31015, Taiwan
来源：
AUTOMATICA | 2000年 / 36卷 / 12期
关键词：
stochastic Luenberger observer; minimal-order observer; two-stage filter;
D O I：
10.1016/S0005-1098(00)00105-9
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
A modified stochastic Luenberger observer (MSLO) structure is proposed to recover the optimal performance of the coventional SLO for obtaining full-state estimates in linear discrete-time stochastic systems. The optimal MSLO (OMSLO) which gives the MMSE estimates is derived by using the general two-stage Kalman filter. A reduced-order form of the OMSLO is also proposed for systems having singular measurement noises. The connection between the OMSLO and the optimal minimal-order observer of Leondes and Novak is also shown. (C) 2000 Elsevier Science Ltd. All rights reserved.
引用
收藏
页码：1847 / 1854
页数：8
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