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
