Title :
The Optimal Projection Equations for Reduced-Order State Estimation: The Singular Measurement Noise Case
Author :
Haddad, Wassim M. ; Bernstein, Dennis S.
Author_Institution :
Mechanical Engineering Department, Florida Institute of Technology, Melbourne, FL 32901
Abstract :
The optimal projection equations for reduced-order state estimation are generalized to allow for singular (i.e., colored) measurement noise. The noisy and noise-free measurements serve as inputs to dynamic and static estimators, respectively. The optimal solution is characterized by necessary conditions which involve a pair of oblique projections corresponding to reduced estimator order and singular measurement noise intensity.
Keywords :
Colored noise; Computer aided software engineering; Government; Mechanical engineering; Noise measurement; Noise reduction; Riccati equations; State estimation; Steady-state; White noise;
Conference_Titel :
American Control Conference, 1987
