Exact(16)
An optimality criterion is introduced leading to the definition of an optimal observer.
The optimal observer algorithm in a least-squares sense is given by the Kalman filter.
With time-varying HJB solution, we proposed a dynamic optimal observer for the nonlinear system.
Finding the OCP adjoint parameter for computing the optimal observer gain and feedback gain vectors are desired.
Moreover, in order to improve FD performance, the guaranteed cost algorithm is applied to optimal observer design.
The observer is designed on the basis of the optimal observer proposed in (Moisan et al., 2007).
Similar(44)
The FDI scheme employs local optimal observers designed according to minimum state estimation variance.
The algorithm is shown to consist in a sequence of approximate LQ optimal observers whose solution can be explicitely computed thanks to Kalman Filter Riccati equations.
For plants with input disturbances, parameterizations of estimation error dynamics are derived, providing useful tools for the design of robust optimal observers.
The dual theory of optimal observers has been used for sensor integration by Van Der Kooij et al. (1999) and Kuo (2005); but, as mentioned in the Introduction, observers are not pursued further in this paper.
The optimal-observer model is intended to analyze the RDM task in terms of optimal performance.
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