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Minimal order observers and certain singular problems of optimal estimation and control
Journal article   Peer reviewed

Minimal order observers and certain singular problems of optimal estimation and control

H Kwatny
IEEE transactions on automatic control, v 19(3), pp 274-276
Jun 1974

Abstract

Circuits Convolutional codes Kalman filters Observers Optimal control Process control Regulators Riccati equations Symmetric matrices
It is shown that a Riccati equation of particular structure which arises in a number of singular optimal estimation and control processes can be reduced in order. This fact leads directly to a procedure for the design of a class of minimal order observers, the structure of which can be interpreted as the limiting form of appropriate Kalman estimators with vanishing observation noise.

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