{"title":"Functional observer design for linear discrete-time stochastic system","authors":"Satnesh Singh, S. Janardhanan","doi":"10.1109/ANZCC.2017.8298507","DOIUrl":null,"url":null,"abstract":"This paper presents a new method to design functional observers for linear discrete-time stochastic systems, based on the Kronecker product approach. Existence conditions and stability analysis of the functional observers are provided. Further, covariance condition is provided for minimizing the effect of measurement and process noise in the functional observer. A simulation example is provided to demonstrate the usefulness of the proposed design method.","PeriodicalId":429208,"journal":{"name":"2017 Australian and New Zealand Control Conference (ANZCC)","volume":"119 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2017-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"9","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"2017 Australian and New Zealand Control Conference (ANZCC)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ANZCC.2017.8298507","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 9
Abstract
This paper presents a new method to design functional observers for linear discrete-time stochastic systems, based on the Kronecker product approach. Existence conditions and stability analysis of the functional observers are provided. Further, covariance condition is provided for minimizing the effect of measurement and process noise in the functional observer. A simulation example is provided to demonstrate the usefulness of the proposed design method.