Modified stochastic Luenberger observers
| dc.citation.epage | 1854 | en_US |
| dc.citation.issue | 12 | en_US |
| dc.citation.spage | 1847 | en_US |
| dc.citation.volume | 36 | en_US |
| dc.citation.woscount | 5 | |
| dc.contributor.author | Hsieh, CS | en_US |
| dc.contributor.author | Chen, FC | en_US |
| dc.contributor.department | 電控工程研究所 | zh_TW |
| dc.contributor.department | Institute of Electrical and Control Engineering | en_US |
| dc.date.accessioned | 2014-12-08T15:44:34Z | |
| dc.date.available | 2014-12-08T15:44:34Z | |
| dc.date.issued | 2000-12-01 | en_US |
| dc.description.abstract | A modified stochastic Luenberger observer (MSLO) structure is proposed to recover the optimal performance of the coventional SLO for obtaining full-state estimates in linear discrete-time stochastic systems. The optimal MSLO (OMSLO) which gives the MMSE estimates is derived by using the general two-stage Kalman filter. A reduced-order form of the OMSLO is also proposed for systems having singular measurement noises. The connection between the OMSLO and the optimal minimal-order observer of Leondes and Novak is also shown. (C) 2000 Elsevier Science Ltd. All rights reserved. | en_US |
| dc.identifier.doi | 10.1016/S0005-1098(00)00105-9 | en_US |
| dc.identifier.issn | 0005-1098 | en_US |
| dc.identifier.journal | AUTOMATICA | en_US |
| dc.identifier.uri | http://dx.doi.org/10.1016/S0005-1098(00)00105-9 | en_US |
| dc.identifier.uri | https://ir.lib.nycu.edu.tw/handle/11536/30082 | |
| dc.identifier.wosnumber | WOS:000165075800006 | |
| dc.language.iso | en_US | en_US |
| dc.subject | stochastic Luenberger observer | en_US |
| dc.subject | minimal-order observer | en_US |
| dc.subject | two-stage filter | en_US |
| dc.title | Modified stochastic Luenberger observers | en_US |
| dc.type | Article | en_US |