Pseudo-state approach to observer based optimal discrete-time estimation

A frequency-domain-based solution of the optimal linear estimation problem is obtained using a polynomial system representation. The H₂ optimal filter can be realized using an observer based structure estimating pseudo-state variables that are fed back through a dynamic gain control block. There are normally fewer pseudo-states than the total order of the system. The dynamic gain for the model based observer is computed from diophantine equations and the observer provides both pseudo state and output estimates. The approach can deal with improper plant transfers and singular measurements