Application of the least squares algorithm to the observer design for linear time-varying systems

Author

Chen, Min-Shin ; Yen, Jia-Yush

Author_Institution

Dept. of Mech. Eng., Nat. Taiwan Univ., Taipei, Taiwan

Volume

44

Issue

9

fYear

1999

fDate

9/1/1999 12:00:00 AM

Firstpage

1742

Lastpage

1745

Abstract

In this paper, it is shown that the least squares algorithm with covariance reset, which is originally developed for the purpose of constant parameter identification, can be effectively applied to the observer design for a general linear time-varying system. The new observer successfully avoids many of the disadvantages of other time-varying observers, such as slow convergence rate, heavy computation load, high amplification of measurement noise, and the inapplicability to systems with time-varying observability indexes or discontinuous parameter variations

Keywords

computational complexity; convergence; covariance analysis; least squares approximations; observers; time-varying systems; constant parameter identification; covariance reset; discontinuous parameter variations; heavy computation load; least squares algorithm; linear time-varying system; linear time-varying systems; measurement noise amplification; observer design; slow convergence rate; time-varying observability indexes; Algorithm design and analysis; Automatic control; Control systems; Convergence; Covariance matrix; Least squares methods; Noise measurement; Observability; Riccati equations; Time varying systems;

fLanguage

English

Journal_Title

Automatic Control, IEEE Transactions on

Publisher

ieee

ISSN

0018-9286

Type

jour

DOI

10.1109/9.788544

Filename

788544