Title :
Minimum-time filter for discrete linear time-varying system
Author_Institution :
Dept. of Autom. Control, Beijing Inst. of Technol.
Abstract :
The new filter presented gives the unbiased estimates in at most v0 steps for completely observable discrete linear time-varying systems with the observability index v0. When applied to a completely observable discrete linear time-varying deterministic system, the proposed filter becomes a minimum-time deadbeat observer. The procedure for the implementation of the proposed filter is greatly simplified since all the calculations are in a recursive form
Keywords :
State estimation; discrete systems; filtering and prediction theory; observability; state estimation; time-varying systems; deterministic system; discrete linear time-varying system; minimum time filter; minimum-time deadbeat observer; observability index; Automatic control; Equations; Kalman filters; Nonlinear filters; Observability; Observers; State estimation; Stochastic systems; Time varying systems; White noise;
Conference_Titel :
Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
Conference_Location :
Tucson, AZ
Print_ISBN :
0-7803-0872-7
DOI :
10.1109/CDC.1992.371398
