Title :
The optimal projection equations for reduced-order state estimation: The singular measurement noise case
Author :
Haddad, Wassim M. ; Bernstein, Dennis S.
Author_Institution :
Florida Institute of Technology, Melbourne, FL, USA
fDate :
12/1/1987 12:00:00 AM
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 :
Algebraic Riccati equation (ARE); Lyapunov matrix equations; Reduced-order systems, linear; Riccati equations, algebraic; State estimation, linear systems; Aerodynamics; Colored noise; Force measurement; Gain measurement; Noise measurement; Noise reduction; Riccati equations; State estimation; Steady-state; White noise;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1987.1104516
