A MODIFIED CRITERION FOR OPTIMAL LINEAR TIME-INVARIANT OBSERVER PROBLEMS

Abstract

A modified criterion for designing a linear time-invariant observer is studied. This criterion is a compromise between errors due to stochastic and modal-type deterministic signals. The advantage of this criterion is in its design potentiality to take care of both transient and steady-state behavior. Theoretical properties such as existence, uniqueness, and stability of the optimal solution can be guaranteed for detectable systems under a weak stabilizability condition, which is satisfied by any reasonably defined problem. Moreover, under the criterion, relationships with other existing methods are also discussed.