Accession Number:

AD0728327

Title:

The Design of an Optimal Observer for Linear Discrete-Time Dynamical Systems,

Descriptive Note:

Corporate Author:

CALIFORNIA UNIV LOS ANGELES SCHOOL OF ENGINEERING AND APPLIED SCIENCE

Personal Author(s):

Report Date:

1971-06-01

Pagination or Media Count:

123.0

Abstract:

The report investigates the idea of using Luenbergers minimal-order observer as an alternate to the Kalman filter for obtaining state estimates in linear discrete-time stochastic systems. More specifically, the report presents a solution to the problem of constructing as optimal minimal-order observer for linear discrete-time stochastic systems where optimality is in the mean-square sense. The approach taken in this report leads to a completely unified theory for the design of optimal minimal-order observers and is applicable to both time-varying and time-invariant linear discrete systems. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE