## 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 minus 2m) multiplied by (n minus 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 minus 2m eigenvalues are arbitraily placed.

Original language | English |
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Pages (from-to) | 464-476 |

Number of pages | 13 |

Journal | IEEE Transactions on Automatic Control |

Volume | AC-24 |

Issue number | 3 |

State | Published - 1979 |