Title :
Sampled-data observers with generalized holds for unstable plants
Author :
Haddad, Wassim M. ; Huang, Hsing-Hsin ; Bernstein, Dennis S.
Author_Institution :
Dept. of Mech. & Aerosp. Eng., Florida Inst. of Technol., Melbourne, FL, USA
fDate :
1/1/1994 12:00:00 AM
Abstract :
Optimality conditions are derived for reduced-order sampled-data estimation satisfying an observation constraint that involves a prespecified, possibly unstable, subspace of the system dynamics. It is shown that a generalized hold device possessing a time-varying exponential intersample profile is essential in order to account for the unstable dynamics. In particular, it is shown that with a continuous-time quadratic performance measure a zero-order-hold device may result in an unbounded (infinite) cost. An additional feature of the problem is the utilization of an averaging A/D device within the continuous-time/discrete-time conversion which results in averaged measurements depending upon delayed samples of the state
Keywords :
dynamics; large-scale systems; sampled data systems; state estimation; averaged measurements; averaging A/D device; continuous-time quadratic performance measure; continuous-time/discrete-time conversion; generalized hold device; generalized holds; observation constraint; optimality conditions; reduced-order sampled-data estimation; sampled-data observers; system dynamics; time-varying exponential intersample profile; unbounded infinite cost; unstable dynamics; unstable plants; zero-order-hold device; Aerodynamics; Costs; Delay; Estimation theory; Measurement standards; Particle measurements; Sampling methods; State estimation; Subspace constraints; White noise;
Journal_Title :
Automatic Control, IEEE Transactions on