A proof of the minimal order observer

Author

Dwarakanath, M.H.

Author_Institution

Beoing Commercial Airplane Company, Seattle, WA, USA

Volume

Issue

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 $p = n - r_{1}$ , for a system with r1noise-free measurements, r2noisy measurements, and $r = r_{1} + r_{2}$ . A proof of the existence of the minimal order observer with $p = n - r_{1}$ 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

https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=839858