DocumentCode :
839858
Title :
A proof of the minimal order observer
Author :
Dwarakanath, M.H.
Author_Institution :
Beoing Commercial Airplane Company, Seattle, WA, USA
Volume :
27
Issue :
4
fYear :
1982
fDate :
8/1/1982 12:00:00 AM
Firstpage :
998
Lastpage :
1000
Abstract :
In [8] it is conjectured that the minimal order observer is 
, for a system with r1 noise-free measurements, r2 noisy measurements, and 
. A proof of the existence of the minimal order observer with is given in this note. Furthermore, it is shown that from this minimal order observer one can derive the familiar Luenberger observer and Kalman filter as two special cases.
, for a system with r . A proof of the existence of the minimal order observer with is given in this note. Furthermore, it is shown that from this minimal order observer one can derive the familiar Luenberger observer and Kalman filter as two special cases.Keywords :
Linear systems, stochastic; Linear systems, time-varying; Observers, linear systems; Reduced-order systems, linear; Stochastic systems, linear; Time-varying systems, linear; Equations; Matrices; Noise measurement; Observers; Q measurement; State estimation; Statistics; Stochastic systems; Time varying systems; Vectors;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1982.1103049
Filename :
1103049
Link To Document :
