Title :
Discrete-time observers with random noises in dynamic block
Author :
Lyashenko, E.A. ; Ryashko, L.B.
Author_Institution :
Ural State Univ., Ekaterinberg, Russia
fDate :
1/1/1995 12:00:00 AM
Abstract :
The minimum variance state estimation of linear stochastic discrete-time systems by an observer of reduced-order is investigated. There is an additional random noise with known intensity in the dynamic block of the observer. The local optimal reduced-order state estimator is found which takes into account the presence of such noise. The equations of an optimal stationary observer are derived for linear stochastic time-invariant system
Keywords :
discrete time systems; linear systems; observers; random noise; reduced order systems; stochastic systems; dynamic block; linear stochastic discrete-time systems; minimum variance state estimation; random noises; reduced-order observer; time-invariant system; Computer errors; Covariance matrix; Equations; Filters; Noise reduction; Observers; State estimation; Stochastic resonance; Stochastic systems; Vectors;
Journal_Title :
Automatic Control, IEEE Transactions on
