Optimal reduced-order estimators for parameter-dependent systems

The optimal reduced-order estimation problem in which the plant model depen ds on parameters, which are known at the time of operation, is considered. Such cases occur when the parameters are either measurable or their changin g values are known in advance, A method for approximation of the updated es timator, without complete re-solution of the problem, is given. A similar a pproach is used to develop a new algorithm for the numerical solution of th e nominal reduced-order estimation problem.