Title :
State estimation for systems with varying sampling rate
Author :
Schinkel, M. ; Heemels, W.P.M.H. ; Juloski, A. Lj
Author_Institution :
Dept. of Mech. Eng., Glasgow Univ., UK
Abstract :
We investigate problems that occur in state estimation when the outputs of a continuous time system are sampled at non-equidistant time instants. The time interval between the samples is assumed to be known, and to belong to a prescribed set. An observer synthesis procedure is proposed which guarantees the stability of the estimation error and in addition minimizes the covariance of the observation error.
Keywords :
continuous time systems; covariance matrices; minimisation; observers; stability; state estimation; continuous time system; covariance; estimation error; nonequidistant time instants; observation error; observer synthesis procedure; sampled data systems; stability; state estimation; time interval; varying sampling rate; Continuous time systems; Estimation error; Linear systems; Noise measurement; Observers; Sampling methods; Stability; State estimation; Time measurement; Upper bound;
Conference_Titel :
Decision and Control, 2003. Proceedings. 42nd IEEE Conference on
Print_ISBN :
0-7803-7924-1
DOI :
10.1109/CDC.2003.1272593
