Non-reduced optimal observers for time-varying linear systems |
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| Authors: | Alfred C Watts Willie L Mcdaniel |
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| Institution: | Sandia Laboratories, Albuquerque, New Mexico USA;Department of Electrical Engineering Mississippi State University, Mississippi State, Mississippi USA |
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| Abstract: | A method is presented for constructing a nonreduced observer for a finite dimensional linear system. The systems considered are nth order, time-invariant or time-varying forced linear systems which are assumed to be bounded and uniformly completely state reconstructible. The observer dynamics are derived from an optimal estimation formulation which is related to the concept of observability. The cost functional used in this formulation includes a parameter which determines the relative weighting of the system output and the estimate of the initial system state. The result is a practical method of estimating the state of a linear system from noiseless measurements of the input and output. The results are also of theoretical significance in that a direct connection between reconstructibility and the existence of observers is established. |
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