Title :
Optimal reduced-order estimator design for discrete, time-varying systems
Author :
Paroda, Randolph P. ; Kumar, Alok
Author_Institution :
Allied Signal Aerospace Co., Baltimore, MD, USA
Abstract :
An approach to design an optimal reduced-order estimator (ROE) directly from a full-order system is proposed. The cost functional used is quadratic with positive definite weighting. The approach is based on the minimization of the associated Hamiltonian to obtain optimal ROE parameters. Examination of the Hessian matrix reveals extra conditions for ROE parameters to be optimal.<>
Keywords :
State estimation; discrete time systems; matrix algebra; minimisation; state estimation; time-varying systems; Hamiltonian; Hessian matrix; cost functional; design; discrete time systems; minimization; optimal reduced-order estimator; state estimation; time-varying systems; Discrete time systems; Matrices; Minimization methods; Time-varying systems;
Conference_Titel :
Systems Engineering, 1991., IEEE International Conference on
Conference_Location :
Dayton, OH, USA
Print_ISBN :
0-7803-0173-0
DOI :
10.1109/ICSYSE.1991.161154
