A Reduced-order Linear Functional Observer for Linear Stochastic Systems

H. Trinh, T. Fernando, and P.N. Pathirana (Australia)


Estimation, stochastic systems, unknown inputs, linear functional observers, state observers


This paper presents necessary and sufficient conditions for the existence of a reduced-order linear functional state observer for linear stochastic systems. The order of the observer is the same as the dimension of the vectors to be estimated. A simple design algorithm is given together with a numerical example to illustrate the simplicity of the design procedure.

Important Links:

Go Back