DocumentCode :
3049024
Title :
An invariant parameter in linear estimation and control
Author :
Desai, U.B. ; Debajyoti Pal ; Chin-Shung Hsu
Author_Institution :
Washington State University, Pullman, WA
fYear :
1982
fDate :
8-10 Dec. 1982
Firstpage :
1283
Lastpage :
1288
Abstract :
This paper considers the implementation difficulty of the joint observer-controller design, the forward and backward Kalman Bucy (KB) filter, and the (estimator-controller) LQG solution, with respect to the choice of the realization. By establishing an invariant parameter, it is shown that the implementation difficulty for the joint design in each of the three problems is invariant. This invariant parameter is the inner product of the gain vectors for the observer (forward KB filter) and the controller (backward KB filter). Next the balancedness in balanced realizations is interpreted from the invariant parameter viewpoint. It is shown that in general a balanced realization does not lead to a balanced observer-controller design. Also the concept of continuous-time balanced stochastic realizations is developed.
Keywords :
Parameter estimation; Tellurium;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control, 1982 21st IEEE Conference on
Conference_Location :
Orlando, FL, USA
Type :
conf
DOI :
10.1109/CDC.1982.268364
Filename :
4047467
Link To Document :
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