DocumentCode
3471954
Title
Optimal reduced-order estimator design for discrete, time-varying systems
Author
Paroda, Randolph P. ; Kumar, Alok
Author_Institution
Allied Signal Aerospace Co., Baltimore, MD, USA
fYear
1993
fDate
1-3 Aug. 1993
Firstpage
367
Lastpage
370
Abstract
An approach to design an optimal reduced-order estimator (ROE) directly from a full-order system is proposed. The cost functional used is quadratic with positive definite weighting. The approach is based on the minimization of the associated Hamiltonian to obtain optimal ROE parameters. Examination of the Hessian matrix reveals extra conditions for ROE parameters to be optimal.<>
Keywords
State estimation; discrete time systems; matrix algebra; minimisation; state estimation; time-varying systems; Hamiltonian; Hessian matrix; cost functional; design; discrete time systems; minimization; optimal reduced-order estimator; state estimation; time-varying systems; Discrete time systems; Matrices; Minimization methods; Time-varying systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Systems Engineering, 1991., IEEE International Conference on
Conference_Location
Dayton, OH, USA
Print_ISBN
0-7803-0173-0
Type
conf
DOI
10.1109/ICSYSE.1991.161154
Filename
161154
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