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
Recommended Citation
Park, Y. and Stein, J. L., "Steady-state optimal state and input observer for discrete stochastic systems" (1989). Faculty Publications. 20805.
https://digitalcommons.njit.edu/fac_pubs/20805
