Steady-state optimal state and input observer for discrete stochastic systems

Document Type

Article

Publication Date

1-1-1989

Abstract

Model-based machine diagnostics techniques require the modeled states and machine inputs to be measured. Because measurement of all the states and inputs is not always possible or practical, a simultaneous state and input observer is required. Previous work has developed this type ofacausal observer and shown it is susceptible to noise. This paper develops a steady-state optimal observer that minimizes the trace of the steady-state error covariance of the state and input estimates for discrete, linear, time-invariant, stochastic systems with unknown inputs. In addition, a method to distinguish the best measurement set among the available measurement sets is developed. Results from numerical simulations show that the optimal observer can greatly improve estimation results in some cases © 1989 ASME.

Identifier

0024680509 (Scopus)

Publication Title

Journal of Dynamic Systems Measurement and Control Transactions of the ASME

External Full Text Location

https://doi.org/10.1115/1.3153026

e-ISSN

15289028

ISSN

00220434

First Page

121

Last Page

127

Issue

2

Volume

111

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