DocumentCode
814495
Title
Minimal order observers and certain singular problems of optimal estimation and control
Author
Kwatny, Harry G.
Author_Institution
Drexel Univeristy, Philadelphia, PA, USA
Volume
19
Issue
3
fYear
1974
fDate
6/1/1974 12:00:00 AM
Firstpage
274
Lastpage
276
Abstract
It is shown that a Riccati equation of particular structure which arises in a number of singular optimal estimation and control processes can be reduced in order. This fact leads directly to a procedure for the design of a class of minimal order observers, the structure of which can be interpreted as the limiting form of appropriate Kalman estimators with vanishing observation noise.
Keywords
Algebraic Riccati equation (ARE); Linear systems, time-invariant continuous-time; Observers; Riccati equations, algebraic; Singular optimal control; Circuits; Convolutional codes; Kalman filters; Notice of Violation; Observers; Optimal control; Process control; Regulators; Riccati equations; Symmetric matrices;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1974.1100546
Filename
1100546
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