DISCRETE-TIME OBSERVERS WITH RANDOM NOISES IN DYNAMIC BLOCK

Authors
LYASHENKO EA RYASHKO LB
Citation
Ea. Lyashenko et Lb. Ryashko, DISCRETE-TIME OBSERVERS WITH RANDOM NOISES IN DYNAMIC BLOCK, IEEE transactions on automatic control, 40(1), 1995, pp. 165-169
Citations number
10
Categorie Soggetti
Controlo Theory & Cybernetics","Robotics & Automatic Control","Engineering, Eletrical & Electronic
Journal title
IEEE transactions on automatic control → ACNP
ISSN journal
00189286
Volume
40
Issue
1
Year of publication
1995
Pages
165 - 169
Database
ISI
SICI code
0018-9286(1995)40:1<165:DOWRNI>2.0.ZU;2-O
Abstract
The minimum variance state estimation of linear stochastic discrete-ti me systems by an observer of reduced-order is investigated. There is a n additional random noise with known intensity in the dynamic block of the observer. The local optimal reduced-order state estimator is foun d which takes into account the presence of such noise. The equations o f an optimal stationary observer are derived for linear stochastic tim e-invariant system.