Unified initial condition response analysis of Lur'e systems and linear time-invariant systems

2003 ◽  
Vol 34 (1) ◽  
pp. 49-62
Author(s):  
P. Gurfil ◽  
M. Jodorkovsky
Keyword(s):  
Linear Time ◽  
Response Analysis ◽  
Initial Condition ◽  
Lur’E Systems ◽  
Linear Time Invariant ◽  
Linear Time Invariant Systems ◽  
Time Invariant

Optimal Deterministic State Estimation—A First Step

1984 ◽  
Vol 106 (2) ◽  
pp. 176-178 ◽  
Author(s):  
R. G. Jacquot
Keyword(s):  
Objective Function ◽  
Linear Time ◽  
Estimation Error ◽  
Stochastic Estimation ◽  
Initial Condition ◽  
State Estimator ◽  
First Order ◽  
Linear Time Invariant ◽  
Linear Time Invariant Systems ◽  
Time Invariant

Optimal deterministic observers are derived for all first order linear time invariant systems. The optimization process consists of minimizing an objective function which is quadratic in the observer gain and in the estimation error. The objective function was chosen such that the resulting observer gains would be independent of system initial-condition which would, in general, be unknown to the state estimator. The results of this optimization are sensible in the light of the stochastic estimation results of Kalman.

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