Optimal reduced-order estimators in the frequency domain: the discrete-time case
作者:
P. HIPPE,
CH. WURMTHALER,
期刊:
International Journal of Control
(Taylor Available online 1990)
卷期:
Volume 52,
issue 5
页码: 1051-1064
ISSN:0020-7179
年代: 1990
DOI:10.1080/00207179008953583
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The discrete-time stationary Kalman filter problem is solved in the z-domain for nth-order systems with>moutputs, where 0 ≤>k≤>mmeasurements are noise-free. The design equations are very similar to the continuous-time cage, and they can be solved by spectral factorization, giving the polynomial matrix D¯∼( z) which parametrizes the reduced-order optimal estimator in the frequency domain. By solving a single linear equation the equivalent time-domain representation for the optimal filter can also be obtained. A simple example demonstrates the filter design in the frequency domain.
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