Cart (Loading....) | Create Account
Close category search window

The optimal projection equations for reduced-order state estimation

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Bernstein, D.S. ; Harris Corporation, GASD, Melbourne, FL, USA ; Hyland, D.C.

First-order necessary conditions for optimal, steady-state, reduced-order state estimation for a linear, time-invariant plant in the presence of correlated disturbance and nonsingular measurement noise are derived in a new and highly simplified form. In contrast to the lone matrix Riccati equation arising in the full-order (Kalman filter) case, the optimal steady-state reduced-order estimator is characterized by three matrix equations (one modified Riccati equation and two modified Lyapunov equations) coupled by a projection whose rank is precisely equal to the order of the estimator and which determines the optimal estimator gains. This coupling is a graphic reminder of the suboptimality of proposed approaches involving either model reduction followed by "full-order" estimator design or full-order estimator design followed by estimator-reduction techniques. The results given here complement recently obtained results which characterize the optimal reduced-order model by means of a pair of coupled modified Lyapunov equations [7] and the optimal fixed-order dynamic compensator by means of a coupled system of two modified Riceati equations and two modified Lyapunov equations [6].

Published in:

Automatic Control, IEEE Transactions on  (Volume:30 ,  Issue: 6 )

Date of Publication:

Jun 1985

Need Help?

IEEE Advancing Technology for Humanity About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies

A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2014 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.