標題: Modified stochastic Luenberger observers
作者: Hsieh, CS
Chen, FC
電控工程研究所
Institute of Electrical and Control Engineering
關鍵字: stochastic Luenberger observer;minimal-order observer;two-stage filter
公開日期: 1-十二月-2000
摘要: A modified stochastic Luenberger observer (MSLO) structure is proposed to recover the optimal performance of the coventional SLO for obtaining full-state estimates in linear discrete-time stochastic systems. The optimal MSLO (OMSLO) which gives the MMSE estimates is derived by using the general two-stage Kalman filter. A reduced-order form of the OMSLO is also proposed for systems having singular measurement noises. The connection between the OMSLO and the optimal minimal-order observer of Leondes and Novak is also shown. (C) 2000 Elsevier Science Ltd. All rights reserved.
URI: http://dx.doi.org/10.1016/S0005-1098(00)00105-9
http://hdl.handle.net/11536/30082
ISSN: 0005-1098
DOI: 10.1016/S0005-1098(00)00105-9
期刊: AUTOMATICA
Volume: 36
Issue: 12
起始頁: 1847
結束頁: 1854
顯示於類別:期刊論文


文件中的檔案:

  1. 000165075800006.pdf