Modified stochastic Luenberger observers
نویسندگان
چکیده
A modi"ed stochastic Luenberger observer (MSLO) structure is proposed to recover the optimal performance of the coventional SLO for obtaining full-state estimates in linear discrete-time stochastic systems. The optimal MSLO (OMSLO) which gives the MMSE estimates is derived by using the general two-stage Kalman "lter. A reduced-order form of the OMSLO is also proposed for systems having singular measurement noises. The connection between the OMSLO and the optimal minimal-order observer of Leondes and Novak is also shown. ( 2000 Elsevier Science Ltd. All rights reserved.
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عنوان ژورنال:
- Automatica
دوره 36 شماره
صفحات -
تاریخ انتشار 2000