Modified stochastic Luenberger observers

Chien S. Hsieh, Fu-Chuang Chen

研究成果: Article同行評審

7 引文 斯高帕斯(Scopus)

摘要

A modified stochastic Luenberger observer (MSLO) structure is proposed to recover the optimal performance of the coventional SLO for obtaining full-state estimates in linear discrete-time stochastic systems. The optimal MSLO (OMSLO) which gives the MMSE estimates is derived by using the general two-stage Kalman filter. A reduced-order form of the OMSLO is also proposed for systems having singular measurement noises. The connection between the OMSLO and the optimal minimal-order observer of Leondes and Novak is also shown.

原文English
頁(從 - 到)1847-1854
頁數8
期刊Automatica
36
發行號12
DOIs
出版狀態Published - 12月 2000

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