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Optimal Minimal-Order Observers-Filters for Discrete Linear Time-Varying Systems

机译：最优极小观测器 - 离散线性时变系统的滤波器

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摘要

The paper generalizes the concepts due to Kalman and Luenberger pertaining to the design of discrete linear systems which estimate the state of a linear plant on the basis of both noise-free and noisy measurements of the output variables. The equations of the minimal order 'observers-filters' are obtained which are optimal in a least squares sense. (Author)

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作者
Tse, E.; Athans, M.;
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年度 1969
页码 p.1-37
总页数 37
原文格式 PDF
正文语种 eng
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关键词
Control systems ; Information theory ; Design ; Electric filters ; Adaptive control systems ; Analysis of variance ; Linear systems ; Stochastic processes ; Least squares method ; Matrix algebra ; Theorems;

机译：控制系统;信息论;设计;电滤波器;自适应控制系统;方差分析;线性系统;随机过程;最小二乘法;矩阵代数;定理;

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专利

1. OPTIMAL AND MINIMUM-ENERGY OPTIMAL TRACKING OF DISCRETE LINEAR TIME-VARYING SYSTEMS [J] . Liu DY., Liu XH. Automatica . 1995,第10期

机译：离散线性时变系统的最优和最小能量最优跟踪
2. Near-Optimal Control for Time-Varying Linear Discrete Systems With Additive Nonlinearities and Random Gains [J] . Peng Zhang, Yuan Yuan, Lei Guo, IEEE Transactions on Automatic Control . 2019,第7期

机译：具有加法非线性和随机增益的时变线性离散系统的接近最优控制
3. MTN optimal control of MIMO non-affine nonlinear time-varying discrete systems for tracking only by output feedback [J] . Zhang Jiao-Jun, Yan Hong-Sen Journal of the Franklin Institute . 2019,第8期

机译：仅通过输出反馈进行跟踪的MIMO非仿射非线性时变离散系统的MTN最优控制
4. Stability and Stabilization for Nonlinear Discrete-time Singular Markov Jump Systems with Time-varying Delay Stability and Stabilization for Nonlinear Discrete-time Singular Markov Jump Systems with Time-varying Delay [C] . Rui Wang, Shuping Ma Chinese Control and Decision Conference . -1

机译：时滞非线性离散时间奇异Markov跳跃系统的稳定性和镇定
5. Discrete-time linear periodically time-varying systems: Analysis, realization and model reduction. [D] . Hu, Jing. 2003

机译：离散时间线性周期性时变系统：分析，实现和模型简化。
6. Design of an Optimal Preview Controller for Linear Discrete-Time Descriptor Noncausal Multirate Systems [O] . Mengjuan Cao, Fucheng Liao -1

机译：线性离散时间非因果多速率系统的最优预览控制器设计
7. Optimal minimal-order state estimation filters for two classes of discrete linear time-varying stochastic systems [O] . Warnock Joe Carl 1948- 1972

机译：两类离散线性时变随机系统的最优最小阶状态估计滤波器
8. Optimal Minimal-Order Observers for Discrete-Time Systems--A Unified Theory [R] . Leondes, C. T., Novak, L. M. 1972

机译：离散时间系统的最优最小阶观测器 - 一个统一的理论

Optimal Minimal-Order Observers-Filters for Discrete Linear Time-Varying Systems

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