Pseudo-state approach to observer based optimal discrete-time estimation

A frequency-domain-based solution of the optimal linear estimation problem is obtained using a polynomial system representation. The H-2 optimal filte r can be realized using an observer based structure estimating pseudo-state variables that are fedback through a dynamic gain control block. There are normally fewer pseudo-states than the total order of the system. The dynam ic gain for the model based observer is computed from diophantine equations and the observer provides both pseudo state and output estimates. The appr oach can deal with improper plant transfers and singular measurements.