Observers for linear multivariable systems with applications

This paper presents an algorithm for the design of asymptotic state estimators (observers) for index-invariant uniformly observable time-varying linear finite-dimensional multivariable systems. The results obtained indicate that asymptotic estimators can be employed in optimally designed regulators provided an increase from the optimal cost is tolerable. It is also shown that any uniformly observable and uniformly controllable plant with index-invariant observability and controllability matrices can be stabilized with an observer.