{"title":"线性离散随机系统的函数观测器设计","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":"{\"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}","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}
Functional observer design for linear discrete-time stochastic system
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.