Continuous and discrete state estimation with error covariance assignment Conference Paper

abstract

• A novel method of state estimator design is presented for linear continuous and discrete-time systems with white noise inputs. This method provides a closed-form solution for directly assigning the steady state estimation error covariance. The assignability conditions are interpreted using well-known system theoretical concepts. A robustness property of such estimators is also pointed out.

name of conference

• [1991] Proceedings of the 30th IEEE Conference on Decision and Control

authors

• Skelton, Robert

published proceedings

• Proceedings of the IEEE Conference on Decision and Control
• [1991] Proceedings of the 30th IEEE Conference on Decision and Control

author list (cited authors)

• Yaz, E., & Skelton, R. E.

citation count

• 32

complete list of authors

• Yaz, E||Skelton, RE

publication date

• January 1991

publisher

• Institute of Electrical and Electronics Engineers (IEEE)  Publisher

published in

• IEEE Conference on Decision and Control  Journal

Digital Object Identifier (DOI)

• 10.1109/cdc.1991.261120

International Standard Book Number (ISBN) 10

• 0780304500

start page

• 3091-3092 vol.3

end page

• 3092

volume

• 3

URL

• http://dx.doi.org/10.1109/cdc.1991.261120