Title :
Observer design for discrete-time systems using covariance assignment
Author :
Yaz, E. ; Zhu, C. ; Skelton, R.E.
Author_Institution :
Space Syst. Control Lab., Purdue Univ., West Lafayette, IN, USA
Abstract :
The design of one-step predictor and current output observers is considered for linear discrete-time systems using covariance assignment. For both types of observers, the authors first characterize the set of all assignable covariances and then parametrize the observer gains that achieve such a covariance assignment. Disturbance rejection robustness properties are also pointed out
Keywords :
discrete time systems; observability; assignable covariances; covariance assignment; current output observers; discrete-time systems; observer gains; one-step predictor; robustness properties; Control systems; Covariance matrix; Laboratories; Noise measurement; Noise robustness; Predictive models; Robust control; Robustness; Steady-state; Stochastic systems; Upper bound;
Conference_Titel :
Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
Conference_Location :
Tucson, AZ
Print_ISBN :
0-7803-0872-7
DOI :
10.1109/CDC.1992.371756
