Title :
Continuous and discrete state estimation with error covariance assignment
Author :
Yaz, Engin ; Skelton, R.E.
Author_Institution :
Dept. of Electr. Eng., Arkansas Univ., Fayetteville, AR, USA
Abstract :
A novel method of state estimator design is presented for linear continuous and discrete-time systems with white noise inputs. This method provides a closed-form solution for directly assigning the steady-state estimation error covariance. The assignability conditions are interpreted using system theoretical concepts. A robustness property of such estimators is also pointed out
Keywords :
state estimation; white noise; closed-form solution; continuous state estimation; discrete state estimation; error covariance assignment; state estimator design; steady-state estimation error covariance; white noise inputs; Additive noise; Closed-form solution; Control systems; Digital control; Digital filters; Estimation error; Noise robustness; Nonlinear filters; State estimation; Steady-state; White noise;
Conference_Titel :
Decision and Control, 1991., Proceedings of the 30th IEEE Conference on
Conference_Location :
Brighton
Print_ISBN :
0-7803-0450-0
DOI :
10.1109/CDC.1991.261120
