Modified stochastic Luenberger observers (Q5926188): Difference between revisions

For linear discrete-time stochastic systems, the authors propose a modified stochastic Luenberger observer structure to recover the optimal performance of the conventional stochastic Luenberger observer. A reduced order form of the observer for systems having singular measurements noises is also derived. It is shown that the computational complexity of the proposed observers is less than that of the conventional ones.