Optimal minimal-order observers for discrete-time systems -- a unified theory

DOI10.1016/0005-1098(72)90097-0zbMath0236.93053OpenAlexW1984138789MaRDI QIDQ2552478

Cornelius T. Leondes, L. M. Novak

Publication date: 1972

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(72)90097-0

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Related Items (12)

Design of low-order delayed-measurement observers for discrete-time linear systems ⋮ Design of optimal observers for linear time–invariant systems† ⋮ The synthesis of transfer-function matrices by output feedback ⋮ Minimal-order optimal filters for discrete-time linear stochastic systems ⋮ On the design of discrete-time optimal dynamical controllers using a minimal-order observer ⋮ Modified stochastic Luenberger observers ⋮ Optimal minimal order N-state estimators for linear stochastic systems ⋮ Initial- and lagging-state observers ⋮ Discrete-time estimation in continuous-time communication systems ⋮ Parametric eigenvalue-eigenvector assignment in reduced-order observer design ⋮ Observers for optimal estimation of the state of linear stochastic discrete systems ⋮ Performance deterioration of optimal regulators incorporating state estimators

Cites Work

• Optimization of stochastic systems. Topics in discrete-time systems
• The matrix minimum principle
• A direct approach to the design of asymptotically optimal control lers†

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