Design of optimal observers with specified eigenvalues via shifted Legendre polynomials (Q1068033)

The quadratic performance measure of estimation errors is approximated by using the Legendre polynomial approach for the design of optimal observers with specified distinct and multiple eigenvalues. This method is simple as compared with other design techniques of optimal observers. One example is illustrated, and only a small number \((m=6)\) of shifted Legendre series are needed to produce a much better result than that obtained by the convenient block-pulse function.