Modified stochastic Luenberger observers

DOI10.1016/S0005-1098(00)00105-9MaRDI QIDQ5926188zbMATH OpenOpenAlexFDO

Authors Chien-Shu Hsieh, Fu-Chuang Chen

Publication date 4 October 2001

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0005-1098(00)00105-9

zbMATH Keywords

minimal-order observermodified stochastic Luenberger observerreduced order formsingular measurements noises

Mathematics Subject Classification ID

Observability (93B07) System structure simplification (93B11) Discrete-time control/observation systems (93C55) Filtering in stochastic control theory (93E11)

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Cites work

• A proof of the minimal order observer
• A unified solution to the singular and nonsingular linear minimum-variance estimation problem
• General two-stage Kalman filters
• Observer-estimators for discrete-time systems
• Optimal and suboptimal results in full- and reduced-order linear filtering
• Optimal minimal-order observers for discrete-time systems -- a unified theory
• Optimal solution of the two-stage Kalman estimator
• Reduced order state estimators for discrete-time stochastic systems
• Reduced-order estimation Part 1. Filtering
• Reduced-order observers for linear discrete-time systems
• Reduced-order optimal state estimator for linear systems with partially noise corrupted measurement
• The design of optimal reduced-order stochastic observers for discrete-time linear systems
• The optimal reduced-order estimator for systems with singular measurement noise
• The properties of reduced-order minimum-variance filters for systems with partially perfect measurements

Cited in

(5)

• Steady-State Optimal State and Input Observer for Discrete Stochastic Systems
• Optimal filtering, fault detection and isolation for linear discrete-time systems in a noisy environment
• Unknown input observers for 2D state-space models
• Stabilization of partially linear composite stochastic systems via stochastic Luenberger observers
• An LMI approach to discrete-time observer design with stochastic resilience

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