Optimal state reconstruction algorithms for linear discrete-time systems |
| |
Authors: | J L WILLEMS |
| |
Affiliation: | University of Ghent , Ghent, Belgium |
| |
Abstract: | This paper deals with optimal time-invariant reconstruction of the state of a linear time-invariant discrete-time system from output measurements. The problem is analysed in two settings, depending on whether or not the present output measurement is available for the estimation of the present state. The results prove complete separation of observer and controller design for the optimal dynamic output feedback control with respect to a quadratic cost. |
| |
Keywords: | |
|
|