DocumentCode
3468412
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
fYear
1991
fDate
11-13 Dec 1991
Firstpage
3091
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1991., Proceedings of the 30th IEEE Conference on
Conference_Location
Brighton
Print_ISBN
0-7803-0450-0
Type
conf
DOI
10.1109/CDC.1991.261120
Filename
261120
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