OBSERVER DESIGN FOR LARGE-SCALE LINEAR SYSTEMS.

Ami Arbel, Edison Tse

Research output: Contribution to journalConference articlepeer-review

Abstract

An approach is presented which reduces the computational requirements in observer design. Specifically, a procedure is developed which reduces the observer design to an algebraic problem of solving an (n-2m) multiplied by (n-m) matrix equation, where n is the dimension of the state and m is the dimension of the output. It is also shown that for a special class of problems, which appears very often in time-series modeling, the computational requirements can be much further reduced. The procedure developed in this paper is applicable to both discrete-time and continuous-time linear dynamic systems. The resulting observer will have m eigenvalues clustered together at a selected point and the remaining n-2m eigenvalues are arbitrarily placed.

Original languageEnglish
Pages (from-to)675-680
Number of pages6
JournalProceedings of the IEEE Conference on Decision and Control
DOIs
StatePublished - 1978
EventProc IEEE Conf Decis Control Incl Symp Adapt Processes 17th - San Diego, CA, USA
Duration: 10 Jan 197912 Jan 1979

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