Proportional - Integral Observers for Discrete time Systems ∗
نویسنده
چکیده
This paper applies the proportional-integral (PI) observer in connection with LQG and LQG/LTR design for discrete time systems. Both the prediction and the filtering versions of the PI observer are considered. We show that a PI observer makes it possible to obtain time recovery, i.e., exact recovery for t → ∞, under mild conditions. It is shown that LQG/LTR design is a special case of the cheap estimation problem. An analysis of the cheap estimation problem is derived. Based on these results, a systematic LTR design method for PI-observers, based on an extension of the LQG/LTR method for full-order, proportional (P) observers, is derived. Explicit expressions for the recovery error, when exact recovery is not achievable for all frequencies, are also given.
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