Title :
Reduced ℋ2 and ℋ∞ observers-singular measurement noise case
Author :
Chevrel, Philippe ; Bourles, Henri
Author_Institution :
Direction des Etudes et Recherches, Electr. de France, Clamart, France
Abstract :
In the present paper, both ℋ2 and ℋ∞ singular estimation problems are solved in a new way. The results are obtained by continuity with the regular case. It is shown that, when the singular case is approached, the Riccati equation can be shared in two parts. The first one is a reduced Riccati equation and the second one consists of quantities tending to 0. The asymptotic gain which is then obtained tends to infinity with a special structure. Some observer modes becomes infinite with a finite imaginary part. Finally, the resulting observer becomes singular in singular perturbation sense. It can be calculated by solving a reduced standard problem
Keywords :
Riccati equations; linear systems; observers; optimisation; reduced order systems; ℋ∞ observer; ℋ2 observer; Riccati equation; asymptotic gain; singular estimation problems; singular measurement noise; singular perturbation; Computer aided software engineering; Eigenvalues and eigenfunctions; Estimation error; Extraterrestrial measurements; Kalman filters; Noise measurement; Noise reduction; Optimization methods; Riccati equations; White noise;
Conference_Titel :
Systems, Man and Cybernetics, 1993. 'Systems Engineering in the Service of Humans', Conference Proceedings., International Conference on
Conference_Location :
Le Touquet
Print_ISBN :
0-7803-0911-1
DOI :
10.1109/ICSMC.1993.385078
