• DocumentCode
    1239899
  • Title

    Discrete-time observers with random noises in dynamic block

  • Author

    Lyashenko, E.A. ; Ryashko, L.B.

  • Author_Institution
    Ural State Univ., Ekaterinberg, Russia
  • Volume
    40
  • Issue
    1
  • fYear
    1995
  • fDate
    1/1/1995 12:00:00 AM
  • Firstpage
    165
  • Lastpage
    169
  • Abstract
    The minimum variance state estimation of linear stochastic discrete-time systems by an observer of reduced-order is investigated. There is an additional random noise with known intensity in the dynamic block of the observer. The local optimal reduced-order state estimator is found which takes into account the presence of such noise. The equations of an optimal stationary observer are derived for linear stochastic time-invariant system
  • Keywords
    discrete time systems; linear systems; observers; random noise; reduced order systems; stochastic systems; dynamic block; linear stochastic discrete-time systems; minimum variance state estimation; random noises; reduced-order observer; time-invariant system; Computer errors; Covariance matrix; Equations; Filters; Noise reduction; Observers; State estimation; Stochastic resonance; Stochastic systems; Vectors;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.362877
  • Filename
    362877
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1239899