Optimal Observers Using Time-Weighted Performance Index With Prespecified Eigenvalues

[+] Author and Article Information
Bong-Hwan Kwon, Myung-Joong Youn

Department of Electrical Engineering, Korea Advanced Institute of Science and Technology, P.O. Box 150, Chongyagni, Seoul 131, Korea

J. Dyn. Sys., Meas., Control 108(4), 366-368 (Dec 01, 1986) (3 pages) doi:10.1115/1.3143808 History: Received February 07, 1986; Online July 21, 2009


In this paper, the design problem of an optimal observer minimizing a given time-weighted quadratic performance index is considered when the eigenvalues of the observer are prespecified. Necessary conditions for an optimality of the observer that satisfies eigenvalues constraint are derived and a numerical example is given to show the effect of a time-weighted quadratic performance index on the transient responses of the estimate error.

Copyright © 1986 by ASME
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