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)

Review text

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.

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Cites work

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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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