Refinement Methods for State Estimation via Sylvester-Observer Equation

Refinement Methods for State Estimation via Sylvester-Observer Equation

We present new iterative methods based on refinement process for solving large sparse Sylvesterobserver equations applied in state estimation of a continuous-time system. These methods use projection methods to produce low-dimensional Sylvester-observer matrix equations that are solved by the direct methods. Moreover, the refinement process described in this paper has the capability of improvin...

Robust Pole Assignment via Sylvester Equation Based State Feedback Parametrization

By using a Sylvester equation based parametrization, the minimum norm robust pole assignment problem for linear time-invariant systems is formulated as an unconstrained minimization problem for a suitably chosen cost function. The derived explicit expression of the gradient of the cost function allows the efficient solution of the minimization problem by using powerful gradient search based min...

A Parallel Algorithm for the Sylvester Observer Equation

We present a new algorithm for solving the Sylvester-Observer Equation: AX ? XH = (0;C). The algorithm embodies two main computational phases: the solution of a series of independent equation systems, and a series of matrix-matrix multiplications. The algorithm is, thus, well suited for parallel and high performance computing. By reducingthe coeecient matrix A to lower Hessenberg form, one can ...

The global Arnoldi process for solving the Sylvester-Observer equation

In this paper, we present a method and associated theory for solving the multi-input Sylvester-Observer equation arising in the construction of the Luenberger observer in control theory. The proposed method is a particular generalization of the algorithm described by Datta and Saad in 1991 to the multi-output. We give some theoretical results and present some numerical experiments to show the a...

A Blo k Algorithm for the Sylvester - observer Equationarising in State - Estimation