Optimal-Observer Design for Linear Dynamical Systems with Uncertain Parameters
Journal
International Journal of Control
Journal Volume
45
Journal Issue
2
Pages
701-711
Date Issued
1987
Date
1987
Author(s)
Kuo, Te-Son
Abstract
This paper presents a design technique for the synthesis of robust observers for linear dynamical systems with uncertain parameters. The perturbations under consideration are modelled as unknown but bounded disturbances and an ellipsoidal set-theoretic approach is used to formulate the optimal-observer design problem. The optimal criterion introduced here is the minimization of the ‘size’ of the bounding ellipsoid of the estimation error. A necessary and sufficient condition for this optimal design problem is presented. The results are stated in terms of a reduced-order observer with constant gain matrix, which is then determined by solving a matrix Riccati-type equation. Furthermore, a gradient-search algorithm is presented to find the optimal solution when the free parameter that enters in the construction of the bounding ellipsoids of the estimation error is considered as a design parameter. The effectiveness of the proposed approach is illustrated through a numerical example. © 1987 Taylor & Francis Group, LLC.
Other Subjects
CONTROL SYSTEMS, OPTIMAL - Design; BOUNDING ELLIPSOID; LINEAR DYNAMICAL SYSTEMS; OPTIMAL-OBSERVER DESIGN; REDUCED-ORDER OBSERVER; UNCERTAIN PARAMETERS; CONTROL SYSTEMS, LINEAR
Type
journal article