DocumentCode
489206
Title
Extended Optimality Properties of Reduced-Order Observers
Author
Sims, Craig S. ; Wilson, David
Author_Institution
Department of Electrical and Computer Engineering, West Virginia University, Morgantown, West Virginia 26506
fYear
1991
fDate
26-28 June 1991
Firstpage
2823
Lastpage
2824
Abstract
It is shown that the stationary optimal reduced-order filter, with an observer constraint, is optimal when the white disturbance and measurement noise are replaced by unknown bounded energy signals, and that optimality still holds if the performance criterion is a time domain L¿ norm of the state estimation errors in the presence of worst case energy signals.
Keywords
Covariance matrix; Energy measurement; Filters; Noise measurement; Noise reduction; Observers; Power engineering and energy; Riccati equations; State estimation; Time measurement;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1991
Conference_Location
Boston, MA, USA
Print_ISBN
0-87942-565-2
Type
conf
Filename
4791916
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