Modified stochastic Luenberger observers

DOI10.1016/S0005-1098(00)00105-9zbMath0969.93008OpenAlexW2035483195MaRDI QIDQ5926188

Chen, Fu-Chuang, Hsieh, Chien-Shu

Publication date: 4 October 2001

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(00)00105-9

zbMATH Keywords

minimal-order observermodified stochastic Luenberger observerreduced order formsingular measurements noises

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Observability (93B07) System structure simplification (93B11)

Related Items (2)

Unknown input observers for 2D state-space models ⋮ Optimal filtering, fault detection and isolation for linear discrete-time systems in a noisy environment

Cites Work

• Optimal minimal-order observers for discrete-time systems -- a unified theory
• Reduced-order estimation Part 1. Filtering
• A unified solution to the singular and nonsingular linear minimum-variance estimation problem
• The properties of reduced-order minimum-variance filters for systems with partially perfect measurements
• Reduced-order optimal state estimator for linear systems with partially noise corrupted measurement
• A proof of the minimal order observer
• The design of optimal reduced-order stochastic observers for discrete-time linear systems
• Reduced order state estimators for discrete-time stochastic systems
• Optimal and suboptimal results in full- and reduced-order linear filtering
• The optimal reduced-order estimator for systems with singular measurement noise
• Reduced-order observers for linear discrete-time systems
• Optimal solution of the two-stage Kalman estimator
• General two-stage Kalman filters
• Observer-estimators for discrete-time systems

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