Optimal Reduced-Order Observer-Estimat ors
نویسنده
چکیده
Abst rac t This paper presents a unified approach to designing reduced-order observer-estimators. Specifically, we seek to design a reduced-order estimator satisfying an observation constraint which involves a pre-specified, possibly unstable, subspace of the system dynamics and which also yields reduced-order estimates of the remaining subspace. The results are obtained by merging the optimal projection approach to reduced-order estimation of Bernstein and Hyland with the subspace-observer results of Bernstein and Haddad. A salient feature of this theory is the treatment of unstable dynamics within reduced-order state-estimation theory. In contrast to the standard full-order estimation problem involving a single algebraic Riccati equation, the solution to the reduced-order observer-estimator problem involves an algebraic system of four equations consisting of one modified Riccati equation and three modified Lyapunov equations coupled by two distinct oblique projections.
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