论文信息 - Continuous and discrete state estimation with error covariance assignment

Continuous and discrete state estimation with error covariance assignment

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 system theoretical concepts. A robustness property of such estimators is also pointed out.<<ETX>>

E. Yaz | R. E. Skelton

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