A New Approach of State Estimation of Linear Discrete Systems

作者：Aljuwaiser E.^*; Badr R.; Hassan M. F.

来源：Control Engineering and Applied Informatics, 2018, 20(2): 3-13.

• State estimation
• Discrete systems
• Constrained estimator
• Stability analysis
• Pole placement

In this paper a new technique is developed to estimate the states of either deterministic or stochastic discrete-time linear systems. The proposed approach is based on pole placement technique in which a set of inequality constraints is imposed on the output estimation error. For the stochastic case, the proposed approach can deal with either certain or uncertain systems, Gaussian or non-Gaussian input and output noise signals with known or unknown statistical data. The main feature of the proposed observer is that it leads to an estimation error which approaches the desired zero steady state value very shortly without showing the undesired large overshoots. The stability of the estimation error is rigorously analysed for both the deterministic and the stochastic cases. Illustrative examples are presented to show the effectiveness of the developed technique in solving estimation problems for both deterministic and stochastic discrete-time linear systems. Moreover, comparative studies are performed with other techniques to show the superiority of the developed observer.

• 出版日期2018-6